+573.2%
SPMO vs FN
+1,903.9%
-1,330.7%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +3.1% | -1.6% | +1.0% |
| 7D | +2.0% | -1.7% | +3.7% | +2.3% |
| 30D | -0.4% | -22.0% | +21.6% | +3.9% |
| 3M | -1.9% | -43.0% | +41.1% | +7.9% |
| 6M | +25.0% | -27.7% | +52.8% | +29.7% |
| YTD | +26.0% | -10.5% | +36.5% | +24.4% |
| 1Y | +28.7% | +12.5% | +16.2% | +20.8% |
| 3Y | +160.9% | +153.8% | +7.1% | +100.8% |
| 5Y | +147.9% | +288.0% | -140.1% | +70.7% |
| 10Y | +518.9% | +906.4% | -387.5% | +261.2% |
| All | +573.2% | +1,903.9% | -1,330.7% | +283.1% |
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