+26.6%
BA vs SPG
+117.2%
-90.6%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.6% | -0.1% | +0.2% |
| 7D | 0.0% | +5.6% | -5.5% | -3.3% |
| 30D | -8.9% | +17.6% | -26.5% | -17.7% |
| 3M | -25.5% | +7.5% | -33.0% | -28.9% |
| 6M | -27.0% | +18.5% | -45.5% | -34.8% |
| YTD | -20.1% | +30.9% | -51.1% | -33.3% |
| 1Y | -11.0% | +34.1% | -45.1% | -26.9% |
| 3Y | -11.8% | +135.5% | -147.4% | -50.7% |
| 5Y | -20.6% | +86.5% | -107.2% | -49.2% |
| 10Y | +26.6% | +116.1% | -89.5% | -40.7% |
| All | +26.6% | +117.2% | -90.6% | -40.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SPG.
Daily Out/Under-Performance
Portfolio return minus SPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPG 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 SPG 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