+261.6%
BN vs SPG
+61.5%
+200.0%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.2% | -3.7% | -3.1% |
| 7D | -1.2% | 0.0% | -1.2% | -1.2% |
| 30D | -10.9% | -4.9% | -6.0% | -8.8% |
| 3M | -11.1% | +3.3% | -14.4% | -12.6% |
| 6M | -4.4% | +11.2% | -15.6% | -9.2% |
| YTD | -14.1% | +17.1% | -31.2% | -20.5% |
| 1Y | -11.1% | +21.6% | -32.6% | -19.1% |
| 3Y | +75.6% | +111.9% | -36.3% | +25.8% |
| 5Y | +35.8% | +106.9% | -71.1% | -2.3% |
| 10Y | +261.6% | +62.2% | +199.4% | +162.9% |
| All | +261.6% | +61.5% | +200.0% | +162.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling