+28.1%
BA vs SPG
+117.3%
-89.1%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.0% | -2.6% | -1.8% |
| 7D | -1.7% | +5.1% | -6.8% | -4.7% |
| 30D | -9.5% | +16.8% | -26.3% | -17.9% |
| 3M | -26.5% | +5.7% | -32.1% | -29.1% |
| 6M | -27.4% | +17.8% | -45.2% | -34.9% |
| YTD | -20.6% | +30.1% | -50.7% | -33.4% |
| 1Y | -11.4% | +32.8% | -44.2% | -26.8% |
| 3Y | -10.8% | +137.2% | -148.0% | -50.4% |
| 5Y | -21.9% | +81.5% | -103.4% | -49.1% |
| 10Y | +28.1% | +116.5% | -88.4% | -39.9% |
| All | +28.1% | +117.3% | -89.1% | -39.9% |
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