+28.7%
SPMO vs FND
-36.4%
+65.0%
-15.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.7% | -0.2% | +1.4% |
| 7D | +2.0% | -5.2% | +7.2% | +2.6% |
| 30D | -0.4% | -19.9% | +19.5% | +2.1% |
| 3M | -1.9% | +2.7% | -4.6% | -2.9% |
| 6M | +25.0% | -21.7% | +46.7% | +26.4% |
| YTD | +26.0% | -17.5% | +43.5% | +26.3% |
| 1Y | +28.7% | -39.3% | +68.0% | +31.4% |
| All | +28.7% | -36.4% | +65.0% | +31.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FND.
Daily Out/Under-Performance
Portfolio return minus FND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FND 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 1y: compounded portfolio wealth divided by compounded FND 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…
1y analysis · Full analysis span regression · 6 months rolling