+152.8%
SPMO vs SFM
+216.1%
-63.2%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.9% | +3.8% | +0.3% |
| 7D | +2.7% | -7.2% | +9.9% | +3.4% |
| 30D | +1.1% | -14.3% | +15.4% | +2.4% |
| 3M | +2.0% | -13.7% | +15.8% | +3.1% |
| 6M | +26.5% | -6.0% | +32.6% | +26.1% |
| YTD | +26.5% | -8.2% | +34.7% | +26.3% |
| 1Y | +27.9% | -46.2% | +74.2% | +36.2% |
| 3Y | +160.4% | +83.6% | +76.8% | +142.2% |
| All | +152.8% | +216.1% | -63.2% | +125.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling