+126.5%
SPMO vs FN
+111.9%
+14.6%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.1% | +4.1% | +0.9% |
| 7D | +9.8% | +20.8% | -11.0% | +5.2% |
| 30D | -9.2% | -17.3% | +8.1% | -6.3% |
| 3M | -11.0% | -38.1% | +27.2% | -3.2% |
| 6M | -6.6% | -44.2% | +37.6% | +2.3% |
| YTD | +13.3% | -22.3% | +35.6% | +13.5% |
| 1Y | +12.7% | -20.9% | +33.6% | +11.9% |
| All | +126.5% | +111.9% | +14.6% | +69.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling