-3.4%
BAC vs SPG
+32.2%
-35.6%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +2.0% | +0.3% | +1.4% |
| 7D | +2.0% | +5.1% | -3.1% | -0.1% |
| 30D | -6.9% | +16.8% | -23.8% | -12.8% |
| 3M | -19.6% | +5.7% | -25.2% | -21.4% |
| 6M | -0.5% | +17.8% | -18.3% | -8.0% |
| YTD | -6.6% | +30.1% | -36.7% | -17.9% |
| All | -3.4% | +32.2% | -35.6% | -15.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling