+573.2%
SPMO vs BWA
+100.3%
+472.9%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.8% | -1.2% | +0.9% |
| 7D | +2.0% | +5.7% | -3.7% | +0.6% |
| 30D | -0.4% | +1.4% | -1.8% | -0.8% |
| 3M | -1.9% | -12.1% | +10.2% | +1.1% |
| 6M | +25.0% | +28.6% | -3.5% | +17.5% |
| YTD | +26.0% | +51.1% | -25.1% | +12.8% |
| 1Y | +28.7% | +55.9% | -27.2% | +14.0% |
| 3Y | +160.9% | +70.1% | +90.8% | +121.2% |
| 5Y | +147.9% | +90.7% | +57.2% | +100.3% |
| 10Y | +518.9% | +154.0% | +365.0% | +352.0% |
| All | +573.2% | +100.3% | +472.9% | +396.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling