+251.7%
BAC vs SPG
+117.3%
+134.4%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +2.0% | +0.3% | +1.4% |
| 7D | +2.0% | +5.1% | -3.1% | -0.2% |
| 30D | -6.9% | +16.8% | -23.8% | -13.1% |
| 3M | -19.6% | +5.7% | -25.2% | -21.6% |
| 6M | -0.5% | +17.8% | -18.3% | -7.7% |
| YTD | -6.6% | +30.1% | -36.7% | -17.2% |
| 1Y | -3.0% | +32.8% | -35.7% | -14.8% |
| 3Y | +97.3% | +137.2% | -39.9% | +33.7% |
| 5Y | +21.9% | +81.5% | -59.6% | -9.0% |
| 10Y | +251.7% | +116.5% | +135.1% | +115.3% |
| All | +251.7% | +117.3% | +134.4% | +115.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SPG.
Daily Out/Under-Performance
Portfolio return minus SPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPG 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 SPG 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