+517.6%
SPMO vs FTV
+80.7%
+436.9%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.3% | +0.2% | +0.4% |
| 7D | -0.9% | -4.0% | +3.0% | +0.8% |
| 30D | -1.9% | -11.0% | +9.1% | +3.1% |
| 3M | -1.4% | -8.4% | +7.0% | +2.0% |
| 6M | +25.5% | -2.6% | +28.0% | +25.9% |
| YTD | +24.8% | -0.6% | +25.5% | +23.0% |
| 1Y | +24.5% | +11.0% | +13.5% | +16.2% |
| 3Y | +157.1% | -6.3% | +163.5% | +156.2% |
| 5Y | +149.5% | -1.5% | +151.0% | +138.4% |
| All | +517.6% | +80.7% | +436.9% | +396.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FTV.
Daily Out/Under-Performance
Portfolio return minus FTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTV 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 10y: compounded portfolio wealth divided by compounded FTV 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…
10y analysis · Full analysis span regression · 6 months rolling