+40.6%
BBY vs SPG
+106.6%
-66.0%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | 0.0% | 0.0% |
| 7D | +0.7% | -2.2% | +2.9% | +2.2% |
| 30D | +5.8% | -5.8% | +11.5% | +10.1% |
| 3M | +18.0% | -2.8% | +20.8% | +20.2% |
| 6M | +39.8% | +8.9% | +31.0% | +31.6% |
| YTD | +35.4% | +14.3% | +21.1% | +22.8% |
| 1Y | +21.4% | +19.5% | +1.9% | +6.5% |
| All | +40.6% | +106.6% | -66.0% | -13.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling