+1,702.0%
SPGI vs BAH
+1,056.2%
+645.8%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.4% | +3.5% | +0.3% |
| 7D | +0.3% | -3.5% | +3.8% | +1.3% |
| 30D | +18.4% | +24.3% | -5.9% | +11.3% |
| 3M | +15.7% | +16.3% | -0.6% | +10.6% |
| 6M | +17.3% | +13.6% | +3.7% | +12.2% |
| YTD | -4.7% | +3.5% | -8.2% | -7.2% |
| 1Y | +1.8% | +2.7% | -0.9% | -0.8% |
| 3Y | +31.7% | -26.6% | +58.3% | +35.1% |
| 5Y | +12.1% | +8.5% | +3.5% | -0.6% |
| 10Y | +341.9% | +225.1% | +116.9% | +182.3% |
| All | +1,702.0% | +1,056.2% | +645.8% | +709.3% |
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