+85.4%
BE vs SPG
+33.2%
+52.2%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.3% | -4.6% | -5.0% |
| 7D | +10.8% | +2.0% | +8.8% | +11.6% |
| 30D | -19.8% | +17.2% | -37.0% | -13.9% |
| 3M | -18.7% | +6.3% | -25.0% | -15.9% |
| 6M | -33.7% | +18.7% | -52.4% | -33.9% |
| YTD | +121.0% | +30.1% | +90.9% | +141.9% |
| 1Y | +85.4% | +32.8% | +52.6% | +108.6% |
| All | +85.4% | +33.2% | +52.2% | +108.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling