+460.3%
SPMO vs FN
+1,509.1%
-1,048.8%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +11.7% | -10.1% | -0.7% |
| 7D | -8.7% | 0.0% | -8.7% | -9.1% |
| 30D | -18.7% | -34.3% | +15.6% | -12.4% |
| 3M | -16.4% | -39.9% | +23.4% | -9.2% |
| 6M | -11.9% | -51.8% | +40.0% | -1.2% |
| YTD | +4.9% | -28.1% | +33.0% | +7.1% |
| 1Y | +6.2% | -29.1% | +35.3% | +8.2% |
| 3Y | +115.1% | +102.4% | +12.7% | +71.5% |
| 5Y | +102.2% | +171.7% | -69.4% | +47.9% |
| 10Y | +422.3% | +773.5% | -351.2% | +214.4% |
| All | +460.3% | +1,509.1% | -1,048.8% | +229.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling