+1,224.1%
BP vs SPG
+5,961.7%
-4,737.6%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.6% | -0.7% | -0.2% |
| 7D | -6.3% | +5.6% | -11.9% | -8.0% |
| 30D | -3.6% | +17.6% | -21.2% | -8.5% |
| 3M | +5.2% | +7.5% | -2.2% | +2.6% |
| 6M | +5.3% | +18.5% | -13.2% | -0.8% |
| YTD | +33.1% | +30.9% | +2.2% | +21.0% |
| 1Y | +26.3% | +34.1% | -7.8% | +13.9% |
| 3Y | +47.5% | +135.5% | -88.0% | +9.7% |
| 5Y | +106.2% | +86.5% | +19.6% | +62.2% |
| 10Y | +127.0% | +116.1% | +10.9% | +54.5% |
| All | +1,224.1% | +5,961.7% | -4,737.6% | +326.1% |
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 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