+1,122.0%
BAC vs SPG
+5,256.9%
-4,134.9%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.0% | +0.9% | +0.6% |
| 7D | +1.1% | -2.4% | +3.5% | +2.6% |
| 30D | -0.4% | -6.8% | +6.4% | +4.1% |
| 3M | +16.9% | +2.7% | +14.2% | +14.6% |
| 6M | +26.6% | +5.5% | +21.2% | +21.7% |
| YTD | +15.8% | +15.7% | +0.1% | +4.8% |
| 1Y | +27.2% | +20.9% | +6.3% | +11.7% |
| 3Y | +132.4% | +112.4% | +20.0% | +40.3% |
| 5Y | +72.6% | +101.4% | -28.8% | +4.4% |
| 10Y | +389.7% | +60.6% | +329.1% | +172.6% |
| All | +1,122.0% | +5,256.9% | -4,134.9% | +42.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling