+161.9%
SPMO vs BTDR
+23.3%
+138.6%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.7% | +2.6% | 0.0% |
| 7D | +2.7% | +14.8% | -12.1% | +1.8% |
| 30D | +1.1% | +41.8% | -40.7% | -1.2% |
| 3M | +2.0% | -29.2% | +31.2% | +3.2% |
| 6M | +26.5% | +66.2% | -39.6% | +22.0% |
| YTD | +26.5% | +10.0% | +16.5% | +24.0% |
| 1Y | +27.9% | -11.0% | +38.9% | +25.4% |
| 3Y | +160.4% | +6.9% | +153.4% | +143.7% |
| 5Y | +151.5% | +24.7% | +126.8% | +133.6% |
| All | +161.9% | +23.3% | +138.6% | +142.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling