+387.2%
BE vs SPG
+74.6%
+312.6%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +0.8% | +2.6% | +2.7% |
| 7D | -14.7% | +4.9% | -19.6% | -18.3% |
| 30D | -40.5% | +15.6% | -56.1% | -48.2% |
| 3M | -24.3% | +4.1% | -28.4% | -27.5% |
| 6M | -39.3% | +13.6% | -52.9% | -47.9% |
| YTD | +99.4% | +27.5% | +71.8% | +50.9% |
| 1Y | +26.6% | +32.2% | -5.7% | -8.2% |
| 3Y | +1,616.9% | +126.0% | +1,490.9% | +570.7% |
| All | +387.2% | +74.6% | +312.6% | +112.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling