-64.3%
BAX vs SPMO
+118.7%
-183.0%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | 0.0% | -2.3% | -2.3% |
| 7D | +0.4% | +9.8% | -9.4% | -3.0% |
| 30D | +3.4% | -9.2% | +12.6% | +6.9% |
| 3M | -4.5% | -11.0% | +6.5% | -0.7% |
| 6M | +44.0% | -6.6% | +50.7% | +44.3% |
| YTD | +34.9% | +13.3% | +21.5% | +22.9% |
| 1Y | +37.9% | +12.7% | +25.3% | +25.8% |
| 3Y | -17.1% | +127.5% | -144.6% | -47.3% |
| 5Y | -64.3% | +117.4% | -181.6% | -77.4% |
| All | -64.3% | +118.7% | -183.0% | -77.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling