+495.9%
SPMO vs BN
+294.0%
+202.0%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.6% | 0.0% | -0.9% |
| 7D | +6.3% | -1.0% | +7.3% | +6.8% |
| 30D | -8.9% | +14.0% | -22.8% | -13.8% |
| 3M | -13.2% | -9.0% | -4.2% | -10.2% |
| 6M | -9.3% | -8.8% | -0.4% | -6.4% |
| YTD | +11.6% | -10.3% | +21.8% | +15.1% |
| 1Y | +13.4% | -5.8% | +19.2% | +14.6% |
| 3Y | +122.9% | +94.8% | +28.1% | +66.0% |
| 5Y | +113.9% | +31.5% | +82.5% | +81.8% |
| 10Y | +460.5% | +291.9% | +168.6% | +234.0% |
| All | +495.9% | +294.0% | +202.0% | +257.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BN.
Daily Out/Under-Performance
Portfolio return minus BN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BN 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 BN 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