-22.8%
BXP vs SPY
+307.0%
-329.8%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.4% | +1.8% | +1.8% |
| 7D | -1.9% | +2.6% | -4.5% | -4.4% |
| 30D | +10.5% | -2.0% | +12.5% | +12.5% |
| 3M | -6.7% | -2.8% | -4.0% | -4.3% |
| 6M | +11.6% | +2.1% | +9.5% | +8.7% |
| YTD | -2.1% | +11.5% | -13.6% | -12.8% |
| 1Y | -5.7% | +13.5% | -19.2% | -17.5% |
| 3Y | +45.5% | +77.7% | -32.2% | -19.3% |
| 5Y | -29.7% | +72.6% | -102.3% | -59.8% |
| All | -22.8% | +307.0% | -329.8% | -79.0% |
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