+148.2%
SPMO vs FND
-62.8%
+211.0%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.5% | -0.4% | -1.6% |
| 7D | +0.1% | -5.1% | +5.2% | +1.0% |
| 30D | -0.7% | -22.5% | +21.8% | +3.7% |
| 3M | +2.8% | -5.0% | +7.8% | +3.0% |
| 6M | +24.4% | -21.5% | +46.0% | +28.4% |
| YTD | +24.2% | -23.0% | +47.2% | +27.9% |
| 1Y | +24.5% | -44.9% | +69.4% | +36.1% |
| 3Y | +155.6% | -50.0% | +205.6% | +174.6% |
| 5Y | +148.2% | -63.3% | +211.5% | +175.0% |
| All | +148.2% | -62.8% | +211.0% | +175.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling