+399.1%
BAC vs SPGI
+308.9%
+90.2%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.6% | +1.5% | +0.8% |
| 7D | +1.1% | +0.1% | +1.0% | +0.9% |
| 30D | -0.4% | +8.4% | -8.8% | -4.9% |
| 3M | +16.9% | +11.8% | +5.1% | +8.8% |
| 6M | +26.6% | +5.7% | +20.9% | +21.1% |
| YTD | +15.8% | -9.7% | +25.5% | +19.5% |
| 1Y | +27.2% | -12.5% | +39.6% | +33.0% |
| 3Y | +132.4% | +21.8% | +110.6% | +97.6% |
| 5Y | +72.6% | +8.2% | +64.4% | +53.5% |
| All | +399.1% | +308.9% | +90.2% | +100.5% |
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