+21.7%
BAC vs SPGI
+14.2%
+7.5%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.4% | +1.1% | +0.3% |
| 7D | +1.5% | -0.8% | +2.3% | +1.9% |
| 30D | -6.4% | +14.3% | -20.7% | -11.5% |
| 3M | -21.7% | +14.5% | -36.2% | -26.2% |
| 6M | +0.5% | +17.3% | -16.8% | -7.0% |
| YTD | -6.7% | -4.6% | -2.1% | -6.0% |
| 1Y | -4.7% | +0.8% | -5.4% | -6.7% |
| 3Y | +96.1% | +28.8% | +67.3% | +67.8% |
| 5Y | +21.7% | +14.0% | +7.7% | +3.2% |
| All | +21.7% | +14.2% | +7.5% | +3.2% |
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