+236.2%
BBY vs SPG
+64.3%
+171.9%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | 0.0% | 0.0% |
| 7D | +0.7% | -2.2% | +2.9% | +1.5% |
| 30D | +5.8% | -5.8% | +11.5% | +8.3% |
| 3M | +18.0% | -2.8% | +20.8% | +19.4% |
| 6M | +39.8% | +8.9% | +31.0% | +35.2% |
| YTD | +35.4% | +14.3% | +21.1% | +28.4% |
| 1Y | +21.4% | +19.5% | +1.9% | +13.1% |
| 3Y | +39.5% | +106.9% | -67.3% | +6.5% |
| 5Y | -0.5% | +108.7% | -109.2% | -24.5% |
| All | +236.2% | +64.3% | +171.9% | +170.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SPG.
Daily Out/Under-Performance
Portfolio return minus SPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPG 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 10y: compounded portfolio wealth divided by compounded SPG 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…
10y analysis · Full analysis span regression · 6 months rolling