+884.6%
BXP vs SPY
+1,328.4%
-443.8%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.4% | -0.4% |
| 7D | -2.4% | +0.1% | -2.5% | -2.4% |
| 30D | -3.3% | +0.1% | -3.4% | -3.3% |
| 3M | +10.2% | +2.0% | +8.2% | +7.9% |
| 6M | +23.0% | +13.0% | +10.0% | +9.4% |
| YTD | +2.8% | +13.5% | -10.8% | -9.0% |
| 1Y | -6.1% | +20.0% | -26.1% | -21.1% |
| 3Y | +19.2% | +77.2% | -57.9% | -29.8% |
| 5Y | -22.9% | +81.9% | -104.8% | -55.7% |
| 10Y | -27.9% | +314.1% | -342.0% | -80.2% |
| All | +884.6% | +1,328.4% | -443.8% | +24.2% |
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