+391.9%
BAC vs SPYG
+420.3%
-28.4%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.8% | +0.7% | +0.5% |
| 7D | -0.3% | -1.8% | +1.6% | +1.3% |
| 30D | -1.8% | -1.9% | +0.2% | -0.3% |
| 3M | +15.3% | +5.2% | +10.1% | +9.9% |
| 6M | +30.2% | +15.6% | +14.6% | +14.0% |
| YTD | +15.6% | +12.4% | +3.2% | +3.4% |
| 1Y | +27.5% | +17.5% | +10.0% | +9.5% |
| 3Y | +137.0% | +98.1% | +39.0% | +25.2% |
| 5Y | +75.6% | +84.9% | -9.3% | -3.1% |
| All | +391.9% | +420.3% | -28.4% | -10.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG 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 10y: compounded portfolio wealth divided by compounded SPYG 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…
10y analysis · Full analysis span regression · 6 months rolling