+25.5%
BA vs SPG
+115.6%
-90.1%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.1% | +0.6% | +0.6% |
| 7D | -1.4% | +2.7% | -4.1% | -3.0% |
| 30D | -7.9% | +16.6% | -24.4% | -16.3% |
| 3M | -25.2% | +8.1% | -33.2% | -28.9% |
| 6M | -26.7% | +19.3% | -46.1% | -34.9% |
| YTD | -19.6% | +31.1% | -50.7% | -32.9% |
| 1Y | -10.6% | +32.8% | -43.4% | -26.1% |
| 3Y | -11.2% | +135.8% | -147.0% | -50.4% |
| 5Y | -20.4% | +85.1% | -105.5% | -48.8% |
| All | +25.5% | +115.6% | -90.1% | -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