+31.8%
BA vs SPG
+109.7%
-77.9%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.8% | -0.3% | 0.0% |
| 7D | +1.1% | +4.9% | -3.8% | -1.9% |
| 30D | -7.9% | +15.6% | -23.5% | -15.9% |
| 3M | -25.3% | +4.1% | -29.4% | -27.3% |
| 6M | -24.6% | +13.6% | -38.2% | -30.8% |
| YTD | -20.1% | +27.5% | -47.7% | -32.2% |
| 1Y | -11.8% | +32.2% | -44.0% | -26.9% |
| 3Y | -10.1% | +126.0% | -136.1% | -48.4% |
| 5Y | -22.7% | +74.7% | -97.5% | -48.5% |
| All | +31.8% | +109.7% | -77.9% | -37.2% |
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