+354.0%
BAC vs SPYG
+564.9%
-210.8%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.1% | +0.1% | +0.1% |
| 7D | +1.1% | +0.4% | +0.7% | +0.7% |
| 30D | -0.4% | -0.4% | +0.1% | -0.1% |
| 3M | +16.9% | +0.5% | +16.4% | +15.1% |
| 6M | +26.6% | +17.5% | +9.1% | +5.6% |
| YTD | +15.8% | +14.3% | +1.4% | -0.9% |
| 1Y | +27.2% | +21.7% | +5.5% | +1.5% |
| 3Y | +132.4% | +98.6% | +33.8% | +7.0% |
| 5Y | +72.6% | +85.1% | -12.5% | -17.4% |
| 10Y | +389.7% | +412.0% | -22.3% | -26.4% |
| All | +354.0% | +564.9% | -210.8% | -66.6% |
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