+517.6%
SPMO vs SFM
+271.4%
+246.2%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.8% | -0.2% | +0.5% |
| 7D | -0.9% | -10.6% | +9.7% | +0.1% |
| 30D | -1.9% | -15.5% | +13.5% | -0.4% |
| 3M | -1.4% | -17.4% | +16.1% | +0.2% |
| 6M | +25.5% | -3.4% | +28.9% | +24.8% |
| YTD | +24.8% | -8.7% | +33.5% | +24.7% |
| 1Y | +24.5% | -47.2% | +71.7% | +32.0% |
| 3Y | +157.1% | +82.7% | +74.4% | +137.0% |
| 5Y | +149.5% | +214.3% | -64.8% | +113.6% |
| All | +517.6% | +271.4% | +246.2% | +415.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 SFM 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