+269.6%
BAC vs SPYG
+528.0%
-258.4%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.9% | +1.9% | +1.9% |
| 7D | +3.2% | +2.3% | +0.9% | +0.8% |
| 30D | -0.7% | -6.5% | +5.7% | +5.8% |
| 3M | -20.0% | -6.8% | -13.1% | -14.4% |
| 6M | +3.4% | -3.1% | +6.6% | +5.2% |
| YTD | -5.7% | +8.0% | -13.8% | -14.8% |
| 1Y | -1.4% | +10.2% | -11.7% | -13.0% |
| 3Y | +97.9% | +91.0% | +6.9% | -5.6% |
| 5Y | +22.9% | +67.7% | -44.8% | -34.9% |
| 10Y | +235.3% | +393.9% | -158.6% | -48.0% |
| All | +269.6% | +528.0% | -258.4% | -71.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling