+0.4%
BA vs SPMO
+148.6%
-148.2%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.6% | -0.7% | -0.4% |
| 7D | +1.2% | +2.0% | -0.8% | -0.5% |
| 30D | -11.6% | -0.4% | -11.3% | -11.5% |
| 3M | -2.4% | -1.9% | -0.5% | -2.7% |
| 6M | -6.6% | +25.0% | -31.7% | -26.0% |
| YTD | -2.2% | +26.0% | -28.3% | -23.3% |
| 1Y | -8.0% | +28.7% | -36.7% | -29.4% |
| 3Y | -5.0% | +160.9% | -165.9% | -65.8% |
| All | +0.4% | +148.6% | -148.2% | -62.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling