+21,372.6%
BN vs SPG
+5,256.9%
+16,115.7%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.0% | +0.7% | +0.1% |
| 7D | -2.5% | -2.4% | -0.1% | -1.5% |
| 30D | -9.5% | -6.8% | -2.7% | -6.8% |
| 3M | -10.4% | +2.7% | -13.1% | -11.6% |
| 6M | -6.4% | +5.5% | -11.8% | -8.5% |
| YTD | -11.9% | +15.7% | -27.6% | -17.2% |
| 1Y | -8.6% | +20.9% | -29.5% | -15.8% |
| 3Y | +77.6% | +112.4% | -34.8% | +31.3% |
| 5Y | +37.0% | +101.4% | -64.3% | +3.3% |
| 10Y | +266.4% | +60.6% | +205.8% | +166.3% |
| All | +21,372.6% | +5,256.9% | +16,115.7% | +5,265.3% |
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