+150.5%
SPMO vs BBWI
-67.2%
+217.7%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +6.4% | -5.9% | -0.4% |
| 7D | -0.9% | -4.8% | +3.9% | -0.3% |
| 30D | -1.9% | +3.5% | -5.4% | -2.7% |
| 3M | -1.4% | -0.3% | -1.0% | -2.0% |
| 6M | +25.5% | -5.4% | +30.9% | +24.8% |
| YTD | +24.8% | -4.7% | +29.6% | +23.4% |
| 1Y | +24.5% | -30.5% | +55.0% | +28.6% |
| 3Y | +157.1% | -44.3% | +201.5% | +165.6% |
| All | +150.5% | -67.2% | +217.7% | +189.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 BBWI 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