+481.4%
SPMO vs FND
+58.4%
+423.0%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -4.6% | +5.1% | +1.4% |
| 7D | +3.4% | +0.4% | +3.0% | +3.3% |
| 30D | +0.5% | -23.6% | +24.1% | +5.9% |
| 3M | +1.9% | +4.3% | -2.4% | +0.1% |
| 6M | +27.8% | -20.3% | +48.1% | +32.0% |
| YTD | +26.7% | -21.3% | +48.0% | +30.5% |
| 1Y | +28.9% | -45.4% | +74.3% | +42.8% |
| 3Y | +160.7% | -48.9% | +209.5% | +182.6% |
| 5Y | +150.2% | -61.0% | +211.2% | +175.4% |
| All | +481.4% | +58.4% | +423.0% | +359.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling