-33.4%
BAX vs SPMO
+159.2%
-192.6%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.1% | -1.8% | -1.9% |
| 7D | -5.1% | +2.7% | -7.8% | -5.9% |
| 30D | -12.2% | +1.1% | -13.2% | -12.6% |
| 3M | +21.8% | +2.0% | +19.8% | +19.3% |
| 6M | +36.3% | +26.5% | +9.8% | +20.6% |
| YTD | +27.8% | +26.5% | +1.3% | +13.2% |
| 1Y | -0.1% | +27.9% | -28.0% | -11.8% |
| All | -33.4% | +159.2% | -192.6% | -54.0% |
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