+863.5%
BAC vs SPG
+5,805.1%
-4,941.6%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.8% | -1.5% | -1.2% |
| 7D | -1.2% | +4.9% | -6.1% | -4.1% |
| 30D | -7.7% | +15.6% | -23.3% | -15.8% |
| 3M | -21.2% | +4.1% | -25.2% | -23.3% |
| 6M | -6.8% | +13.6% | -20.4% | -14.5% |
| YTD | -8.7% | +27.5% | -36.2% | -22.4% |
| 1Y | -5.3% | +32.2% | -37.5% | -21.4% |
| 3Y | +87.4% | +126.0% | -38.6% | +8.6% |
| 5Y | +18.9% | +74.7% | -55.8% | -20.9% |
| 10Y | +273.3% | +112.8% | +160.5% | +71.1% |
| All | +863.5% | +5,805.1% | -4,941.6% | +5.1% |
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