+977.1%
BE vs SPG
+86.8%
+890.4%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.4% | -0.4% | -1.3% |
| 7D | +23.9% | -1.7% | +25.6% | +25.4% |
| 30D | +27.8% | -6.3% | +34.1% | +33.4% |
| 3M | +3.7% | -2.4% | +6.2% | +3.7% |
| 6M | +78.0% | +9.6% | +68.3% | +64.9% |
| YTD | +209.9% | +14.2% | +195.7% | +177.2% |
| 1Y | +389.6% | +19.3% | +370.3% | +320.8% |
| 3Y | +1,730.6% | +106.7% | +1,623.9% | +1,005.5% |
| 5Y | +1,227.8% | +104.2% | +1,123.6% | +722.8% |
| All | +977.1% | +86.8% | +890.4% | +464.8% |
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