+71.4%
BAC vs SPGI
+8.3%
+63.2%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.6% | +1.5% | +0.6% |
| 7D | +1.1% | +0.1% | +1.0% | +1.0% |
| 30D | -0.4% | +8.4% | -8.8% | -3.9% |
| 3M | +16.9% | +11.8% | +5.1% | +10.7% |
| 6M | +26.6% | +5.7% | +20.9% | +22.5% |
| YTD | +15.8% | -9.7% | +25.5% | +19.4% |
| 1Y | +27.2% | -12.5% | +39.6% | +32.6% |
| 3Y | +132.4% | +21.8% | +110.6% | +104.5% |
| All | +71.4% | +8.3% | +63.2% | +48.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling