+1,608.4%
SPGI vs BAH
+886.2%
+722.2%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.5% | -0.1% | -1.2% |
| 7D | +0.1% | -3.2% | +3.4% | +1.1% |
| 30D | +8.4% | +2.0% | +6.4% | +7.7% |
| 3M | +11.8% | -7.6% | +19.5% | +13.8% |
| 6M | +5.7% | -5.7% | +11.4% | +6.5% |
| YTD | -9.7% | -11.7% | +2.1% | -7.7% |
| 1Y | -12.5% | -27.4% | +14.9% | -6.2% |
| 3Y | +21.8% | -32.5% | +54.4% | +27.6% |
| 5Y | +8.2% | -3.3% | +11.5% | -1.1% |
| 10Y | +309.5% | +186.0% | +123.5% | +171.7% |
| All | +1,608.4% | +886.2% | +722.2% | +704.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH 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 BAH 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