+73.1%
BAC vs SPYG
+83.9%
-10.8%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.8% | +0.7% |
| 7D | +0.6% | +0.3% | +0.3% | +0.4% |
| 30D | -1.4% | -1.7% | +0.3% | -0.4% |
| 3M | +15.7% | +3.6% | +12.1% | +12.7% |
| 6M | +32.2% | +16.6% | +15.6% | +18.6% |
| YTD | +15.8% | +13.4% | +2.4% | +5.8% |
| 1Y | +27.3% | +19.6% | +7.7% | +11.9% |
| 3Y | +137.5% | +99.8% | +37.7% | +45.5% |
| 5Y | +73.1% | +85.0% | -11.9% | +5.5% |
| All | +73.1% | +83.9% | -10.8% | +5.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling