-26.4%
BA vs SPGI
+15.2%
-41.6%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.1% | -1.1% | -0.5% |
| 7D | -1.1% | +1.2% | -2.3% | -1.6% |
| 30D | -7.1% | +15.9% | -23.0% | -13.0% |
| 3M | -25.5% | +12.3% | -37.8% | -29.4% |
| 6M | -28.7% | +23.7% | -52.4% | -35.8% |
| YTD | -21.0% | -3.5% | -17.5% | -20.9% |
| 1Y | -11.9% | +0.4% | -12.3% | -13.7% |
| 3Y | -16.2% | +29.9% | -46.0% | -30.0% |
| All | -26.4% | +15.2% | -41.6% | -37.3% |
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