+157.1%
SPMO vs BTDR
+4.4%
+152.8%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.7% | -3.2% | +0.3% |
| 7D | -0.9% | -3.4% | +2.5% | -0.7% |
| 30D | -1.9% | +32.6% | -34.5% | -4.1% |
| 3M | -1.4% | -32.2% | +30.9% | +0.3% |
| 6M | +25.5% | +52.4% | -26.9% | +20.6% |
| YTD | +24.8% | +6.7% | +18.1% | +22.0% |
| 1Y | +24.5% | -15.2% | +39.7% | +21.8% |
| 3Y | +157.1% | +14.9% | +142.2% | +132.1% |
| All | +157.1% | +4.4% | +152.8% | +132.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BTDR.
Daily Out/Under-Performance
Portfolio return minus BTDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTDR 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 3y: compounded portfolio wealth divided by compounded BTDR 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…
3y analysis · Full analysis span regression · 6 months rolling