+136.4%
BAC vs SPMO
+159.2%
-22.8%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.1% | +0.6% | +0.5% |
| 7D | +0.6% | +2.7% | -2.1% | -0.7% |
| 30D | -1.4% | +1.1% | -2.4% | -2.0% |
| 3M | +15.7% | +2.0% | +13.7% | +12.9% |
| 6M | +32.2% | +26.5% | +5.7% | +11.2% |
| YTD | +15.8% | +26.5% | -10.7% | -2.6% |
| 1Y | +27.3% | +27.9% | -0.7% | +6.1% |
| All | +136.4% | +159.2% | -22.8% | +23.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling