+133.9%
BP vs SPG
+59.6%
+74.3%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -2.4% | +4.2% | +2.7% |
| 7D | +4.0% | -1.7% | +5.6% | +4.6% |
| 30D | +7.8% | -6.3% | +14.1% | +10.4% |
| 3M | +8.4% | -2.4% | +10.8% | +9.0% |
| 6M | +15.1% | +9.6% | +5.4% | +10.0% |
| YTD | +36.4% | +14.2% | +22.2% | +28.1% |
| 1Y | +40.9% | +19.3% | +21.6% | +29.8% |
| 3Y | +38.8% | +106.7% | -67.9% | +0.7% |
| 5Y | +141.1% | +104.2% | +36.9% | +70.6% |
| 10Y | +133.9% | +63.7% | +70.2% | +57.1% |
| All | +133.9% | +59.6% | +74.3% | +57.1% |
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