-10.6%
BA vs SPMO
+11.0%
-21.6%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.8% | +3.0% | +2.4% |
| 7D | +5.9% | -8.9% | +14.8% | +9.3% |
| 30D | -8.2% | -13.8% | +5.6% | -3.1% |
| 3M | -25.4% | -12.5% | -12.8% | -21.7% |
| 6M | -20.0% | -1.5% | -18.5% | -23.9% |
| YTD | -18.5% | +11.3% | -29.8% | -29.7% |
| 1Y | -10.6% | +11.5% | -22.1% | -23.4% |
| All | -10.6% | +11.0% | -21.6% | -23.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SPMO.
Daily Out/Under-Performance
Portfolio return minus SPMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPMO 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 SPMO 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