+573.2%
SPMO vs BN
+286.9%
+286.3%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.3% | +1.8% | +1.7% |
| 7D | +2.0% | -2.5% | +4.5% | +3.0% |
| 30D | -0.4% | -9.5% | +9.1% | +3.6% |
| 3M | -1.9% | -10.4% | +8.5% | +2.4% |
| 6M | +25.0% | -6.4% | +31.4% | +27.7% |
| YTD | +26.0% | -11.9% | +37.9% | +31.4% |
| 1Y | +28.7% | -8.6% | +37.3% | +31.8% |
| 3Y | +160.9% | +77.6% | +83.4% | +101.4% |
| 5Y | +147.9% | +37.0% | +110.9% | +107.6% |
| 10Y | +518.9% | +266.4% | +252.5% | +273.3% |
| All | +573.2% | +286.9% | +286.3% | +307.5% |
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