-8.9%
BAX vs SPMO
+572.4%
-581.4%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.6% | -0.6% | +0.2% |
| 7D | -1.1% | +2.0% | -3.2% | -2.1% |
| 30D | -5.5% | -0.4% | -5.1% | -5.4% |
| 3M | +33.5% | -1.9% | +35.4% | +32.7% |
| 6M | +35.9% | +25.0% | +10.8% | +17.9% |
| YTD | +35.4% | +26.0% | +9.3% | +17.0% |
| 1Y | +9.8% | +28.7% | -18.9% | -6.3% |
| 3Y | -32.7% | +160.9% | -193.6% | -62.3% |
| 5Y | -65.6% | +147.9% | -213.5% | -80.3% |
| 10Y | -34.9% | +518.9% | -553.8% | -76.0% |
| All | -8.9% | +572.4% | -581.4% | -67.0% |
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 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