+290.2%
BN vs SPG
+113.9%
+176.3%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.3% | -1.3% | -1.5% |
| 7D | -1.0% | +2.0% | -3.0% | -1.9% |
| 30D | +14.0% | +17.2% | -3.3% | +6.0% |
| 3M | -9.0% | +6.3% | -15.3% | -11.5% |
| 6M | -8.8% | +18.7% | -27.5% | -15.9% |
| YTD | -10.3% | +30.1% | -40.3% | -20.7% |
| 1Y | -5.8% | +32.8% | -38.6% | -17.6% |
| 3Y | +94.8% | +133.6% | -38.8% | +33.2% |
| 5Y | +31.5% | +84.4% | -52.9% | -1.8% |
| All | +290.2% | +113.9% | +176.3% | +149.9% |
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