+22,831.6%
BN vs SPG
+5,923.7%
+16,907.9%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +2.0% | +1.8% | +3.0% |
| 7D | +3.6% | +5.1% | -1.4% | +1.6% |
| 30D | +15.9% | +16.8% | -1.0% | +8.8% |
| 3M | -2.3% | +5.7% | -8.0% | -4.5% |
| 6M | -8.4% | +17.8% | -26.2% | -14.5% |
| YTD | -5.9% | +30.1% | -36.0% | -15.7% |
| 1Y | -5.6% | +32.8% | -38.4% | -16.1% |
| 3Y | +104.2% | +137.2% | -33.0% | +44.2% |
| 5Y | +35.5% | +81.5% | -46.0% | +6.1% |
| 10Y | +285.2% | +116.5% | +168.7% | +149.4% |
| All | +22,831.6% | +5,923.7% | +16,907.9% | +5,364.6% |
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 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