+449.2%
SPMO vs FIVE
+562.8%
-113.6%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.1% | -0.1% | -0.2% |
| 7D | -2.6% | +7.3% | -10.0% | -4.0% |
| 30D | -14.2% | +18.1% | -32.3% | -17.1% |
| 3M | -12.7% | +7.7% | -20.4% | -14.3% |
| 6M | -9.6% | +13.6% | -23.2% | -12.7% |
| YTD | +9.3% | +34.6% | -25.3% | +1.5% |
| 1Y | +8.2% | +66.2% | -58.0% | -3.9% |
| 3Y | +119.4% | +43.5% | +75.9% | +89.7% |
| 5Y | +112.5% | +20.7% | +91.8% | +84.7% |
| 10Y | +449.2% | +541.5% | -92.3% | +268.5% |
| All | +449.2% | +562.8% | -113.6% | +268.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded FIVE wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling