+23.3%
BA vs SPMO
+460.5%
-437.2%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.6% | +1.5% | +1.4% |
| 7D | -1.1% | +6.3% | -7.4% | -6.9% |
| 30D | -7.1% | -8.9% | +1.7% | +0.1% |
| 3M | -25.5% | -13.2% | -12.3% | -16.1% |
| 6M | -28.7% | -9.3% | -19.5% | -25.2% |
| YTD | -21.0% | +11.6% | -32.6% | -33.4% |
| 1Y | -11.9% | +13.4% | -25.2% | -27.1% |
| 3Y | -16.2% | +122.9% | -139.0% | -67.5% |
| 5Y | -22.4% | +113.9% | -136.3% | -68.3% |
| All | +23.3% | +460.5% | -437.2% | -78.1% |
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