-23.1%
BA vs SPG
+75.4%
-98.6%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.9% | -1.7% | -2.0% |
| 7D | -0.1% | +5.0% | -5.1% | -2.9% |
| 30D | -9.1% | +12.3% | -21.4% | -15.2% |
| 3M | -28.2% | +1.9% | -30.0% | -29.1% |
| 6M | -23.1% | +14.4% | -37.5% | -29.6% |
| YTD | -20.6% | +26.5% | -47.1% | -31.9% |
| 1Y | -12.7% | +30.7% | -43.4% | -26.9% |
| 3Y | -11.6% | +122.6% | -134.2% | -50.5% |
| 5Y | -23.1% | +73.3% | -96.5% | -47.6% |
| All | -23.1% | +75.4% | -98.6% | -47.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling