-4.6%
BA vs SPG
+112.6%
-117.2%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.0% | +1.8% | +1.3% |
| 7D | +1.2% | -2.4% | +3.5% | +2.2% |
| 30D | -11.6% | -6.8% | -4.8% | -8.9% |
| 3M | -2.4% | +2.7% | -5.1% | -3.9% |
| 6M | -6.6% | +5.5% | -12.1% | -9.4% |
| YTD | -2.2% | +15.7% | -17.9% | -9.3% |
| 1Y | -8.0% | +20.9% | -28.9% | -16.8% |
| All | -4.6% | +112.6% | -117.2% | -36.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling