+263.2%
BAC vs SPGI
+333.9%
-70.7%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.0% | +0.3% | -0.2% |
| 7D | -1.2% | +0.3% | -1.4% | -1.3% |
| 30D | -7.7% | +18.4% | -26.0% | -15.8% |
| 3M | -21.2% | +15.7% | -36.9% | -27.5% |
| 6M | -6.8% | +17.3% | -24.1% | -15.8% |
| YTD | -8.7% | -4.7% | -4.0% | -8.7% |
| 1Y | -5.3% | +1.8% | -7.1% | -9.0% |
| 3Y | +87.4% | +31.7% | +55.7% | +52.3% |
| 5Y | +18.9% | +12.1% | +6.8% | +4.1% |
| All | +263.2% | +333.9% | -70.7% | +41.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SPGI.
Daily Out/Under-Performance
Portfolio return minus SPGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPGI 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 SPGI 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