+552.2%
SPMO vs FTV
+89.3%
+462.8%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.8% | +1.3% | +0.8% |
| 7D | +3.4% | -0.4% | +3.8% | +3.5% |
| 30D | +0.5% | -8.3% | +8.8% | +4.2% |
| 3M | +1.9% | -7.4% | +9.3% | +4.8% |
| 6M | +27.8% | -1.2% | +29.0% | +27.5% |
| YTD | +26.7% | +2.7% | +24.0% | +23.1% |
| 1Y | +28.9% | +18.4% | +10.5% | +17.0% |
| 3Y | +160.7% | -2.0% | +162.7% | +154.8% |
| 5Y | +150.2% | +3.4% | +146.8% | +134.4% |
| 10Y | +517.5% | +78.5% | +439.0% | +394.6% |
| All | +552.2% | +89.3% | +462.8% | +425.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling