+641.7%
BE vs SPG
+114.1%
+527.6%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +0.6% | -5.0% | -4.8% |
| 7D | -13.4% | +5.6% | -18.9% | -16.3% |
| 30D | -33.9% | +17.6% | -51.5% | -40.8% |
| 3M | -12.0% | +7.5% | -19.4% | -16.4% |
| 6M | -29.0% | +18.5% | -47.5% | -37.9% |
| YTD | +113.4% | +30.9% | +82.5% | +73.7% |
| 1Y | +33.2% | +34.1% | -0.9% | +6.3% |
| 3Y | +1,659.2% | +135.5% | +1,523.7% | +867.5% |
| 5Y | +461.4% | +86.5% | +374.8% | +261.3% |
| All | +641.7% | +114.1% | +527.6% | +253.9% |
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