+514.3%
SPMO vs BAH
+207.1%
+307.3%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +4.8% | -6.7% | -2.9% |
| 7D | +0.1% | +2.4% | -2.4% | -0.5% |
| 30D | -0.7% | -2.9% | +2.3% | -0.2% |
| 3M | +2.8% | -1.3% | +4.2% | +2.6% |
| 6M | +24.4% | -0.9% | +25.3% | +23.2% |
| YTD | +24.2% | -8.2% | +32.4% | +24.2% |
| 1Y | +24.5% | -24.0% | +48.5% | +30.5% |
| 3Y | +155.6% | -28.1% | +183.7% | +158.1% |
| 5Y | +148.2% | +2.5% | +145.7% | +114.5% |
| All | +514.3% | +207.1% | +307.3% | +331.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH 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 BAH 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