-11.9%
BA vs SPMO
+11.2%
-23.1%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.6% | +1.5% | +0.5% |
| 7D | -1.1% | +6.3% | -7.4% | -3.2% |
| 30D | -7.1% | -8.9% | +1.7% | -4.2% |
| 3M | -25.5% | -13.2% | -12.3% | -21.6% |
| 6M | -28.7% | -9.3% | -19.5% | -28.4% |
| YTD | -21.0% | +11.6% | -32.6% | -32.5% |
| 1Y | -11.9% | +13.4% | -25.2% | -25.5% |
| All | -11.9% | +11.2% | -23.1% | -25.5% |
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