+668.0%
BE vs SPG
+112.7%
+555.2%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.3% | -4.6% | -4.7% |
| 7D | +10.8% | +2.0% | +8.8% | +9.6% |
| 30D | -19.8% | +17.2% | -37.0% | -28.0% |
| 3M | -18.7% | +6.3% | -25.0% | -22.3% |
| 6M | -33.7% | +18.7% | -52.4% | -42.0% |
| YTD | +121.0% | +30.1% | +90.9% | +80.6% |
| 1Y | +85.4% | +32.8% | +52.6% | +49.1% |
| 3Y | +1,709.5% | +133.6% | +1,575.9% | +900.8% |
| 5Y | +462.2% | +84.4% | +377.8% | +264.4% |
| All | +668.0% | +112.7% | +555.2% | +268.0% |
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