+911.5%
BE vs SPG
+89.2%
+822.3%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -1.0% | +8.3% | +8.0% |
| 7D | +20.0% | -2.4% | +22.4% | +21.8% |
| 30D | +7.9% | -6.8% | +14.7% | +13.0% |
| 3M | -13.2% | +2.7% | -15.9% | -16.4% |
| 6M | +53.5% | +5.5% | +48.0% | +46.2% |
| YTD | +191.0% | +15.7% | +175.3% | +157.9% |
| 1Y | +360.5% | +20.9% | +339.6% | +292.1% |
| 3Y | +1,568.0% | +112.4% | +1,455.6% | +889.0% |
| 5Y | +1,055.2% | +101.4% | +953.8% | +620.5% |
| All | +911.5% | +89.2% | +822.3% | +425.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling