+573.2%
SPMO vs BAH
+222.7%
+350.6%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.5% | +3.0% | +1.9% |
| 7D | +2.0% | -3.2% | +5.2% | +2.7% |
| 30D | -0.4% | +2.0% | -2.4% | -0.9% |
| 3M | -1.9% | -7.6% | +5.7% | -0.7% |
| 6M | +25.0% | -5.7% | +30.7% | +25.2% |
| YTD | +26.0% | -11.7% | +37.8% | +27.2% |
| 1Y | +28.7% | -27.4% | +56.0% | +36.0% |
| 3Y | +160.9% | -32.5% | +193.4% | +168.7% |
| 5Y | +147.9% | -3.3% | +151.2% | +121.1% |
| 10Y | +518.9% | +186.0% | +332.9% | +346.0% |
| All | +573.2% | +222.7% | +350.6% | +374.7% |
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