+69.3%
BA vs SPMO
+572.4%
-503.2%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.6% | -0.7% | -0.7% |
| 7D | +1.2% | +2.0% | -0.8% | -0.7% |
| 30D | -11.6% | -0.4% | -11.3% | -11.5% |
| 3M | -2.4% | -1.9% | -0.5% | -2.8% |
| 6M | -6.6% | +25.0% | -31.7% | -27.6% |
| YTD | -2.2% | +26.0% | -28.3% | -25.0% |
| 1Y | -8.0% | +28.7% | -36.7% | -31.1% |
| 3Y | -5.0% | +160.9% | -165.9% | -67.1% |
| 5Y | -2.7% | +147.9% | -150.6% | -64.1% |
| 10Y | +75.9% | +518.9% | -443.1% | -68.1% |
| All | +69.3% | +572.4% | -503.2% | -70.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling