+21,983.1%
BN vs SPG
+5,805.1%
+16,178.0%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.8% | -1.7% | -1.2% |
| 7D | +5.3% | +4.9% | +0.4% | +3.4% |
| 30D | +11.9% | +15.6% | -3.7% | +5.5% |
| 3M | -5.7% | +4.1% | -9.8% | -7.2% |
| 6M | -10.6% | +13.6% | -24.2% | -15.3% |
| YTD | -9.4% | +27.5% | -36.9% | -18.2% |
| 1Y | -8.8% | +32.2% | -41.0% | -18.9% |
| 3Y | +95.6% | +126.0% | -30.4% | +40.8% |
| 5Y | +30.2% | +74.7% | -44.6% | +3.4% |
| 10Y | +277.0% | +112.8% | +164.2% | +145.8% |
| All | +21,983.1% | +5,805.1% | +16,178.0% | +5,204.6% |
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