+517.5%
SPMO vs FN
+882.3%
-364.8%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.2% | -1.7% | +0.1% |
| 7D | +3.4% | +3.5% | -0.2% | +2.6% |
| 30D | +0.5% | -26.0% | +26.5% | +6.2% |
| 3M | +1.9% | -33.3% | +35.2% | +9.2% |
| 6M | +27.8% | -14.9% | +42.7% | +28.6% |
| YTD | +26.7% | -8.6% | +35.2% | +24.3% |
| 1Y | +28.9% | +12.3% | +16.6% | +20.3% |
| 3Y | +160.7% | +174.4% | -13.7% | +92.9% |
| 5Y | +150.2% | +296.4% | -146.2% | +65.2% |
| 10Y | +517.5% | +890.0% | -372.5% | +232.6% |
| All | +517.5% | +882.3% | -364.8% | +232.6% |
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