+151.5%
SPMO vs BAH
-3.7%
+155.2%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.1% | -0.2% | -0.1% |
| 7D | +2.7% | -1.3% | +4.0% | +2.8% |
| 30D | +1.1% | -6.6% | +7.7% | +1.7% |
| 3M | +2.0% | -7.2% | +9.2% | +3.0% |
| 6M | +26.5% | -10.0% | +36.5% | +27.9% |
| YTD | +26.5% | -12.5% | +39.0% | +27.7% |
| 1Y | +27.9% | -27.9% | +55.8% | +33.1% |
| 3Y | +160.4% | -31.4% | +191.8% | +160.7% |
| 5Y | +151.5% | -3.2% | +154.7% | +125.5% |
| All | +151.5% | -3.7% | +155.2% | +125.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling