-0.9%
BA vs SPGI
+8.3%
-9.2%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.6% | +2.4% | +1.5% |
| 7D | +1.2% | +0.1% | +1.0% | +1.0% |
| 30D | -11.6% | +8.4% | -20.0% | -14.8% |
| 3M | -2.4% | +11.8% | -14.2% | -7.8% |
| 6M | -6.6% | +5.7% | -12.3% | -9.6% |
| YTD | -2.2% | -9.7% | +7.4% | +0.7% |
| 1Y | -8.0% | -12.5% | +4.4% | -4.1% |
| 3Y | -5.0% | +21.8% | -26.8% | -17.8% |
| All | -0.9% | +8.3% | -9.2% | -14.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling