+128.6%
BP vs SPG
+102.5%
+26.1%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.0% | +1.5% | +0.8% |
| 7D | +3.9% | -2.4% | +6.3% | +4.6% |
| 30D | +7.6% | -6.8% | +14.5% | +9.6% |
| 3M | +0.7% | +2.7% | -2.0% | -0.4% |
| 6M | +15.5% | +5.5% | +10.0% | +13.0% |
| YTD | +30.8% | +15.7% | +15.1% | +24.1% |
| 1Y | +34.3% | +20.9% | +13.4% | +25.5% |
| 3Y | +35.1% | +112.4% | -77.3% | +4.3% |
| All | +128.6% | +102.5% | +26.1% | +78.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling