+233.0%
BAC vs SPGI
+337.7%
-104.6%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.4% | -0.4% | -0.2% |
| 7D | -1.9% | -1.4% | -0.5% | -1.1% |
| 30D | -7.2% | +15.3% | -22.4% | -14.1% |
| 3M | -20.4% | +16.5% | -36.9% | -27.1% |
| 6M | +1.3% | +19.8% | -18.6% | -9.6% |
| YTD | -6.4% | -3.2% | -3.2% | -7.1% |
| 1Y | -3.5% | +1.8% | -5.3% | -7.2% |
| 3Y | +96.7% | +30.6% | +66.1% | +60.7% |
| 5Y | +20.6% | +16.0% | +4.6% | +3.4% |
| 10Y | +233.0% | +338.6% | -105.5% | +27.7% |
| All | +233.0% | +337.7% | -104.6% | +27.7% |
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