+37.5%
BA vs SPMO
+484.3%
-446.8%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +4.4% | -5.0% | -4.6% |
| 7D | -1.7% | -1.9% | +0.2% | -0.5% |
| 30D | -9.5% | -14.1% | +4.6% | +3.1% |
| 3M | -26.5% | -13.1% | -13.4% | -17.5% |
| 6M | -27.4% | -9.4% | -18.0% | -23.8% |
| YTD | -20.6% | +9.5% | -30.1% | -31.5% |
| 1Y | -11.4% | +10.5% | -21.9% | -24.5% |
| 3Y | -10.8% | +124.4% | -135.2% | -64.8% |
| 5Y | -21.9% | +110.5% | -132.4% | -66.7% |
| 10Y | +28.1% | +450.3% | -422.1% | -74.0% |
| All | +37.5% | +484.3% | -446.8% | -72.7% |
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