+87.4%
BAC vs SPGI
+32.5%
+54.9%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.0% | +0.3% | -0.3% |
| 7D | -1.2% | +0.3% | -1.4% | -1.3% |
| 30D | -7.7% | +18.4% | -26.0% | -12.9% |
| 3M | -21.2% | +15.7% | -36.9% | -25.3% |
| 6M | -6.8% | +17.3% | -24.1% | -12.7% |
| YTD | -8.7% | -4.7% | -4.0% | -7.3% |
| 1Y | -5.3% | +1.8% | -7.1% | -7.4% |
| 3Y | +87.4% | +31.7% | +55.7% | +42.7% |
| All | +87.4% | +32.5% | +54.9% | +42.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling