+495.9%
SPMO vs BB
+20.3%
+475.6%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.4% | +0.8% | -1.3% |
| 7D | +6.3% | +1.8% | +4.5% | +6.1% |
| 30D | -8.9% | +8.1% | -17.0% | -9.8% |
| 3M | -13.2% | -1.0% | -12.2% | -13.5% |
| 6M | -9.3% | +45.9% | -55.2% | -14.0% |
| YTD | +11.6% | +134.8% | -123.3% | -0.2% |
| 1Y | +13.4% | +104.6% | -91.2% | +2.8% |
| 3Y | +122.9% | +152.8% | -30.0% | +91.6% |
| 5Y | +113.9% | -17.4% | +131.4% | +101.2% |
| 10Y | +460.5% | +22.4% | +438.1% | +333.8% |
| All | +495.9% | +20.3% | +475.6% | +359.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling