+1,821.9%
BA vs SPGI
+14,090.3%
-12,268.4%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -14.9% |
| 3M | -2.4% | +11.8% | -14.2% | -7.9% |
| 6M | -6.6% | +5.7% | -12.3% | -9.8% |
| YTD | -2.2% | -9.7% | +7.4% | +0.2% |
| 1Y | -8.0% | -12.5% | +4.4% | -4.9% |
| 3Y | -5.0% | +21.8% | -26.8% | -15.9% |
| 5Y | -2.7% | +8.2% | -10.9% | -10.3% |
| 10Y | +75.9% | +309.5% | -233.6% | -5.6% |
| All | +1,821.9% | +14,090.3% | -12,268.4% | +159.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling