+399.1%
BAC vs SPG
+59.6%
+339.5%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.0% | +0.9% | +0.4% |
| 7D | +1.1% | -2.4% | +3.5% | +2.2% |
| 30D | -0.4% | -6.8% | +6.4% | +2.7% |
| 3M | +16.9% | +2.7% | +14.2% | +15.3% |
| 6M | +26.6% | +5.5% | +21.2% | +23.3% |
| YTD | +15.8% | +15.7% | +0.1% | +8.2% |
| 1Y | +27.2% | +20.9% | +6.3% | +16.5% |
| 3Y | +132.4% | +112.4% | +20.0% | +66.1% |
| 5Y | +72.6% | +101.4% | -28.8% | +24.2% |
| All | +399.1% | +59.6% | +339.5% | +222.4% |
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