+24.5%
SPMO vs SFM
-46.0%
+70.5%
-15.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.8% | -0.2% | +0.5% |
| 7D | -0.9% | -10.6% | +9.7% | -1.1% |
| 30D | -1.9% | -15.5% | +13.5% | -2.2% |
| 3M | -1.4% | -17.4% | +16.1% | -1.6% |
| 6M | +25.5% | -3.4% | +28.9% | +24.6% |
| YTD | +24.8% | -8.7% | +33.5% | +24.5% |
| 1Y | +24.5% | -47.2% | +71.7% | +27.1% |
| All | +24.5% | -46.0% | +70.5% | +27.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling