-38.3%
BAX vs SPMO
+514.3%
-552.7%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.8% | +1.0% | +0.1% |
| 7D | -5.4% | +0.1% | -5.5% | -5.5% |
| 30D | -12.4% | -0.7% | -11.7% | -12.3% |
| 3M | +19.1% | +2.8% | +16.3% | +15.5% |
| 6M | +38.6% | +24.4% | +14.2% | +20.1% |
| YTD | +26.7% | +24.2% | +2.5% | +10.0% |
| 1Y | +1.0% | +24.5% | -23.5% | -12.5% |
| 3Y | -33.9% | +155.6% | -189.5% | -63.2% |
| 5Y | -67.0% | +148.2% | -215.2% | -81.5% |
| All | -38.3% | +514.3% | -552.7% | -78.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling