+40.9%
BP vs SPG
+19.3%
+21.6%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -2.4% | +4.2% | +1.4% |
| 7D | +4.0% | -1.7% | +5.6% | +3.7% |
| 30D | +7.8% | -6.3% | +14.1% | +6.8% |
| 3M | +8.4% | -2.4% | +10.8% | +7.8% |
| 6M | +15.1% | +9.6% | +5.4% | +15.0% |
| YTD | +36.4% | +14.2% | +22.2% | +34.9% |
| 1Y | +40.9% | +19.3% | +21.6% | +37.9% |
| All | +40.9% | +19.3% | +21.6% | +37.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling