-22.1%
BA vs SPMO
+101.1%
-123.2%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.6% | -1.1% | -0.7% |
| 7D | +1.1% | -8.7% | +9.8% | +8.1% |
| 30D | -7.9% | -18.7% | +10.8% | +7.5% |
| 3M | -25.3% | -16.4% | -8.9% | -14.9% |
| 6M | -24.6% | -11.9% | -12.7% | -20.1% |
| YTD | -20.1% | +4.9% | -25.0% | -28.4% |
| 1Y | -11.8% | +6.2% | -18.0% | -22.0% |
| 3Y | -10.1% | +115.1% | -125.2% | -63.0% |
| All | -22.1% | +101.1% | -123.2% | -65.6% |
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