+576.6%
SPMO vs FTI
+233.2%
+343.4%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.1% | +2.6% | +0.8% |
| 7D | +3.4% | -0.2% | +3.6% | +3.4% |
| 30D | +0.5% | +12.3% | -11.8% | -1.4% |
| 3M | +1.9% | +13.8% | -11.9% | -0.3% |
| 6M | +27.8% | +24.3% | +3.5% | +23.0% |
| YTD | +26.7% | +75.8% | -49.1% | +15.4% |
| 1Y | +28.9% | +99.6% | -70.7% | +14.8% |
| 3Y | +160.7% | +278.4% | -117.8% | +108.2% |
| 5Y | +150.2% | +1,168.7% | -1,018.5% | +64.3% |
| 10Y | +517.5% | +297.5% | +220.0% | +320.1% |
| All | +576.6% | +233.2% | +343.4% | +363.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FTI.
Daily Out/Under-Performance
Portfolio return minus FTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTI 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 FTI 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