+148.2%
SPMO vs BWA
+86.5%
+61.7%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.7% | -2.5% | -2.0% |
| 7D | +0.1% | -0.1% | +0.1% | +0.1% |
| 30D | -0.7% | -5.5% | +4.8% | +0.8% |
| 3M | +2.8% | -7.6% | +10.4% | +5.0% |
| 6M | +24.4% | +25.0% | -0.5% | +17.1% |
| YTD | +24.2% | +47.0% | -22.8% | +10.2% |
| 1Y | +24.5% | +54.0% | -29.5% | +8.7% |
| 3Y | +155.6% | +70.7% | +84.9% | +109.8% |
| 5Y | +148.2% | +86.7% | +61.5% | +87.1% |
| All | +148.2% | +86.5% | +61.7% | +87.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA 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 5y: compounded portfolio wealth divided by compounded BWA 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…
5y analysis · Full analysis span regression · 6 months rolling