+117.8%
SPMO vs SFM
+113.1%
+4.7%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.6% | -1.6% | -0.1% |
| 7D | +9.8% | -0.4% | +10.2% | +9.8% |
| 30D | -9.2% | -19.2% | +10.0% | -7.8% |
| 3M | -11.0% | -40.3% | +29.4% | -7.2% |
| 6M | -6.6% | -40.9% | +34.2% | -2.9% |
| YTD | +13.3% | -35.5% | +48.8% | +16.2% |
| 1Y | +12.7% | -37.4% | +50.1% | +15.9% |
| 3Y | +127.5% | +25.5% | +102.0% | +117.1% |
| All | +117.8% | +113.1% | +4.7% | +92.7% |
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 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