+576.6%
SPMO vs BTI
+94.9%
+481.7%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.9% | +0.6% |
| 7D | +3.4% | -1.4% | +4.8% | +3.7% |
| 30D | +0.5% | -7.0% | +7.6% | +2.3% |
| 3M | +1.9% | -6.3% | +8.2% | +3.0% |
| 6M | +27.8% | -2.0% | +29.8% | +27.1% |
| YTD | +26.7% | +0.2% | +26.5% | +25.0% |
| 1Y | +28.9% | +3.8% | +25.1% | +25.7% |
| 3Y | +160.7% | +112.1% | +48.6% | +102.4% |
| 5Y | +150.2% | +113.6% | +36.6% | +92.6% |
| 10Y | +517.5% | +69.6% | +447.9% | +363.6% |
| All | +576.6% | +94.9% | +481.7% | +396.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling