+114.4%
SPMO vs BB
-17.6%
+131.9%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.4% | +0.8% | -1.2% |
| 7D | +6.3% | +1.8% | +4.5% | +6.1% |
| 30D | -8.9% | +8.1% | -17.0% | -10.0% |
| 3M | -13.2% | -1.0% | -12.2% | -13.6% |
| 6M | -9.3% | +45.9% | -55.2% | -14.9% |
| YTD | +11.6% | +134.8% | -123.3% | -2.5% |
| 1Y | +13.4% | +104.6% | -91.2% | +0.7% |
| 3Y | +122.9% | +152.8% | -30.0% | +85.6% |
| All | +114.4% | -17.6% | +131.9% | +120.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 BB 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