+1,224.4%
BP vs SPG
+5,923.7%
-4,699.3%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.0% | -1.9% | -0.5% |
| 7D | -6.9% | +5.1% | -12.0% | -8.4% |
| 30D | -3.6% | +16.8% | -20.4% | -8.3% |
| 3M | +8.4% | +5.7% | +2.8% | +6.3% |
| 6M | +5.3% | +17.8% | -12.5% | -0.6% |
| YTD | +33.2% | +30.1% | +3.1% | +21.3% |
| 1Y | +28.2% | +32.8% | -4.6% | +16.0% |
| 3Y | +49.2% | +137.2% | -88.0% | +10.8% |
| 5Y | +102.9% | +81.5% | +21.4% | +61.0% |
| 10Y | +127.7% | +116.5% | +11.2% | +55.0% |
| All | +1,224.4% | +5,923.7% | -4,699.3% | +327.0% |
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