-23.1%
BA vs SPGI
+11.5%
-34.7%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.9% | -0.6% | -1.7% |
| 7D | -0.1% | +2.6% | -2.6% | -1.2% |
| 30D | -9.1% | +19.3% | -28.4% | -15.9% |
| 3M | -28.2% | +15.5% | -43.7% | -32.8% |
| 6M | -23.1% | +18.3% | -41.5% | -29.4% |
| YTD | -20.6% | -3.8% | -16.8% | -20.3% |
| 1Y | -12.7% | +1.3% | -14.1% | -15.0% |
| 3Y | -11.6% | +33.6% | -45.2% | -27.5% |
| 5Y | -23.1% | +13.2% | -36.3% | -33.9% |
| All | -23.1% | +11.5% | -34.7% | -33.9% |
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