+26.6%
BA vs SPMO
+449.2%
-422.6%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.2% | +0.8% | +0.8% |
| 7D | 0.0% | -2.6% | +2.7% | +2.1% |
| 30D | -8.9% | -14.2% | +5.3% | +4.1% |
| 3M | -25.5% | -12.7% | -12.8% | -16.6% |
| 6M | -27.0% | -9.6% | -17.4% | -23.2% |
| YTD | -20.1% | +9.3% | -29.4% | -31.3% |
| 1Y | -11.0% | +8.2% | -19.2% | -22.8% |
| 3Y | -11.8% | +119.4% | -131.2% | -65.3% |
| 5Y | -20.6% | +112.5% | -133.1% | -67.4% |
| 10Y | +26.6% | +449.2% | -422.6% | -77.0% |
| All | +26.6% | +449.2% | -422.6% | -77.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling