-27.9%
BXP vs SPY
+312.5%
-340.5%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.5% | -1.7% | -1.7% |
| 7D | -4.2% | -0.4% | -3.8% | -3.8% |
| 30D | -5.3% | -1.4% | -3.9% | -4.0% |
| 3M | -2.5% | +3.7% | -6.2% | -6.2% |
| 6M | +25.5% | +13.0% | +12.5% | +10.5% |
| YTD | -2.4% | +12.4% | -14.8% | -13.6% |
| 1Y | -7.2% | +18.5% | -25.8% | -22.3% |
| 3Y | +13.4% | +77.6% | -64.2% | -36.7% |
| 5Y | -25.1% | +81.7% | -106.8% | -59.3% |
| 10Y | -27.9% | +319.7% | -347.6% | -82.0% |
| All | -27.9% | +312.5% | -340.5% | -82.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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