+495.9%
SPMO vs BBWI
-59.6%
+555.6%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.5% | -3.0% | -1.8% |
| 7D | +6.3% | +0.1% | +6.2% | +6.3% |
| 30D | -8.9% | +12.9% | -21.7% | -10.4% |
| 3M | -13.2% | +16.0% | -29.2% | -15.4% |
| 6M | -9.3% | +16.6% | -25.9% | -12.1% |
| YTD | +11.6% | +9.7% | +1.8% | +8.1% |
| 1Y | +13.4% | +1.5% | +11.9% | +10.3% |
| 3Y | +122.9% | -21.4% | +144.2% | +118.9% |
| 5Y | +113.9% | -67.6% | +181.5% | +130.4% |
| 10Y | +460.5% | -46.8% | +507.3% | +385.4% |
| All | +495.9% | -59.6% | +555.6% | +424.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling