-9.0%
BAX vs SPMO
+495.2%
-504.2%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.6% | +1.8% | +1.0% |
| 7D | +0.1% | +6.3% | -6.3% | -2.9% |
| 30D | +4.1% | -8.9% | +12.9% | +8.5% |
| 3M | -4.5% | -13.2% | +8.7% | +1.7% |
| 6M | +49.2% | -9.3% | +58.5% | +52.8% |
| YTD | +35.2% | +11.6% | +23.7% | +23.5% |
| 1Y | +38.3% | +13.4% | +24.9% | +25.0% |
| 3Y | -19.0% | +122.9% | -141.9% | -51.0% |
| 5Y | -64.2% | +113.9% | -178.1% | -78.0% |
| 10Y | -35.7% | +460.5% | -496.2% | -75.1% |
| All | -9.0% | +495.2% | -504.2% | -65.2% |
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 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