+1,616.9%
BE vs SPG
+124.5%
+1,492.4%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +0.8% | +2.6% | +3.0% |
| 7D | -14.7% | +4.9% | -19.6% | -17.0% |
| 30D | -40.5% | +15.6% | -56.1% | -45.6% |
| 3M | -24.3% | +4.1% | -28.4% | -26.1% |
| 6M | -39.3% | +13.6% | -52.9% | -45.7% |
| YTD | +99.4% | +27.5% | +71.8% | +61.8% |
| 1Y | +26.6% | +32.2% | -5.7% | -0.8% |
| 3Y | +1,616.9% | +126.0% | +1,490.9% | +578.6% |
| All | +1,616.9% | +124.5% | +1,492.4% | +578.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling