+1,064.4%
BAC vs SPGI
+14,867.5%
-13,803.1%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.0% | +0.3% | -0.1% |
| 7D | -1.2% | +0.3% | -1.4% | -1.3% |
| 30D | -7.7% | +18.4% | -26.0% | -16.7% |
| 3M | -21.2% | +15.7% | -36.9% | -28.2% |
| 6M | -6.8% | +17.3% | -24.1% | -16.8% |
| YTD | -8.7% | -4.7% | -4.0% | -9.2% |
| 1Y | -5.3% | +1.8% | -7.1% | -9.7% |
| 3Y | +87.4% | +31.7% | +55.7% | +50.7% |
| 5Y | +18.9% | +12.1% | +6.8% | +2.8% |
| 10Y | +273.3% | +341.9% | -68.6% | +31.6% |
| All | +1,064.4% | +14,867.5% | -13,803.1% | -40.3% |
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