+517.6%
SPMO vs BTI
+73.8%
+443.8%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.7% | -0.2% | +0.3% |
| 7D | -0.9% | -0.2% | -0.7% | -0.9% |
| 30D | -1.9% | -1.1% | -0.8% | -1.7% |
| 3M | -1.4% | -8.8% | +7.4% | +0.5% |
| 6M | +25.5% | -4.0% | +29.4% | +25.5% |
| YTD | +24.8% | +0.4% | +24.5% | +23.0% |
| 1Y | +24.5% | +1.9% | +22.6% | +22.0% |
| 3Y | +157.1% | +108.5% | +48.6% | +98.5% |
| 5Y | +149.5% | +118.5% | +31.0% | +88.2% |
| All | +517.6% | +73.8% | +443.8% | +360.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BTI.
Daily Out/Under-Performance
Portfolio return minus BTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTI 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 10y: compounded portfolio wealth divided by compounded BTI 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…
10y analysis · Full analysis span regression · 6 months rolling