+873.8%
BXP vs SPY
+1,299.4%
-425.6%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.4% | -0.6% | -0.4% |
| 7D | +4.3% | +0.1% | +4.2% | +4.1% |
| 30D | +12.1% | -3.3% | +15.4% | +15.4% |
| 3M | -4.0% | -2.4% | -1.5% | -1.9% |
| 6M | +13.8% | +2.6% | +11.3% | +10.6% |
| YTD | +1.6% | +11.2% | -9.6% | -8.4% |
| 1Y | -4.3% | +13.4% | -17.6% | -15.3% |
| 3Y | +48.2% | +79.9% | -31.7% | -14.4% |
| 5Y | -26.7% | +72.2% | -98.9% | -55.8% |
| 10Y | -14.3% | +307.3% | -321.6% | -76.2% |
| All | +873.8% | +1,299.4% | -425.6% | +25.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling