+563.4%
SPMO vs BTG
+412.8%
+150.6%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.2% | +1.4% | -1.6% |
| 7D | +0.1% | -5.8% | +5.9% | +0.5% |
| 30D | -0.7% | +5.7% | -6.4% | -1.1% |
| 3M | +2.8% | +38.1% | -35.3% | +0.3% |
| 6M | +24.4% | +0.3% | +24.1% | +23.6% |
| YTD | +24.2% | +19.9% | +4.3% | +21.8% |
| 1Y | +24.5% | +24.6% | -0.1% | +21.5% |
| 3Y | +155.6% | +96.6% | +59.0% | +140.4% |
| 5Y | +148.2% | +77.7% | +70.5% | +133.4% |
| 10Y | +514.8% | +150.7% | +364.1% | +483.9% |
| All | +563.4% | +412.8% | +150.6% | +530.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BTG.
Daily Out/Under-Performance
Portfolio return minus BTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTG 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 BTG 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