+1,094.1%
BAC vs SPGI
+15,046.0%
-13,951.9%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.5% | -0.2% | 0.0% |
| 7D | +2.1% | +1.6% | +0.5% | +1.2% |
| 30D | -6.7% | +16.1% | -22.8% | -14.8% |
| 3M | -20.2% | +15.5% | -35.7% | -27.3% |
| 6M | -0.2% | +19.6% | -19.9% | -11.9% |
| YTD | -6.4% | -3.6% | -2.8% | -7.5% |
| 1Y | -3.1% | +2.2% | -5.3% | -7.8% |
| 3Y | +96.7% | +30.1% | +66.6% | +59.4% |
| 5Y | +21.3% | +14.9% | +6.4% | +3.2% |
| 10Y | +237.7% | +334.0% | -96.3% | +20.4% |
| All | +1,094.1% | +15,046.0% | -13,951.9% | -39.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling