+495.9%
SPMO vs BAH
+284.7%
+211.2%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.3% | -1.3% | -1.5% |
| 7D | +6.3% | +1.7% | +4.6% | +6.0% |
| 30D | -8.9% | +20.8% | -29.7% | -12.5% |
| 3M | -13.2% | +11.6% | -24.8% | -15.6% |
| 6M | -9.3% | +23.1% | -32.4% | -14.2% |
| YTD | +11.6% | +5.3% | +6.3% | +8.1% |
| 1Y | +13.4% | +6.1% | +7.2% | +9.4% |
| 3Y | +122.9% | -27.5% | +150.4% | +128.7% |
| 5Y | +113.9% | +6.2% | +107.7% | +89.1% |
| 10Y | +460.5% | +202.2% | +258.3% | +291.6% |
| All | +495.9% | +284.7% | +211.2% | +303.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling