+404.0%
BE vs SPG
+22.2%
+381.8%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | +1.2% | +8.5% | +10.2% |
| 7D | +29.8% | 0.0% | +29.8% | +29.7% |
| 30D | +26.4% | -4.9% | +31.3% | +22.8% |
| 3M | +9.3% | +3.3% | +6.0% | +6.4% |
| 6M | +105.1% | +11.2% | +93.8% | +99.7% |
| YTD | +219.0% | +17.1% | +202.0% | +238.6% |
| All | +404.0% | +22.2% | +381.8% | +469.0% |
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 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