+449.2%
SPMO vs FN
+772.0%
-322.7%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.8% | +4.6% | +0.8% |
| 7D | -2.6% | -4.1% | +1.4% | -2.1% |
| 30D | -14.2% | -28.3% | +14.1% | -8.9% |
| 3M | -12.7% | -33.9% | +21.2% | -6.5% |
| 6M | -9.6% | -43.9% | +34.3% | -1.1% |
| YTD | +9.3% | -23.4% | +32.8% | +10.0% |
| 1Y | +8.2% | -25.4% | +33.7% | +9.0% |
| 3Y | +119.4% | +107.9% | +11.5% | +69.4% |
| 5Y | +112.5% | +195.1% | -82.6% | +46.8% |
| 10Y | +449.2% | +794.1% | -344.9% | +201.0% |
| All | +449.2% | +772.0% | -322.7% | +201.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FN.
Daily Out/Under-Performance
Portfolio return minus FN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FN 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 FN 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