+73.5%
BA vs SPGI
+308.9%
-235.4%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.6% | +2.4% | +1.8% |
| 7D | +1.2% | +0.1% | +1.0% | +0.9% |
| 30D | -11.6% | +8.4% | -20.0% | -16.3% |
| 3M | -2.4% | +11.8% | -14.2% | -10.2% |
| 6M | -6.6% | +5.7% | -12.3% | -11.3% |
| YTD | -2.2% | -9.7% | +7.4% | +1.2% |
| 1Y | -8.0% | -12.5% | +4.4% | -3.6% |
| 3Y | -5.0% | +21.8% | -26.8% | -22.6% |
| 5Y | -2.7% | +8.2% | -10.9% | -16.0% |
| All | +73.5% | +308.9% | -235.4% | -35.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SPGI.
Daily Out/Under-Performance
Portfolio return minus SPGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPGI 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 SPGI 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