+150.5%
SPMO vs BDX
-2.2%
+152.8%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.8% | -0.3% | +0.4% |
| 7D | -0.9% | -3.2% | +2.2% | -0.5% |
| 30D | -1.9% | -2.5% | +0.6% | -1.6% |
| 3M | -1.4% | +21.4% | -22.8% | -4.9% |
| 6M | +25.5% | +10.4% | +15.1% | +23.3% |
| YTD | +24.8% | +18.8% | +6.0% | +20.4% |
| 1Y | +24.5% | +21.7% | +2.8% | +19.2% |
| 3Y | +157.1% | -10.0% | +167.1% | +164.0% |
| All | +150.5% | -2.2% | +152.8% | +152.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BDX.
Daily Out/Under-Performance
Portfolio return minus BDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BDX 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 BDX 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