+109.5%
SPG vs BAH
+197.5%
-88.0%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | 0.0% | -0.4% |
| 7D | +3.1% | -3.2% | +6.3% | +3.8% |
| 30D | +16.4% | +19.5% | -3.1% | +11.9% |
| 3M | +7.1% | +11.1% | -4.0% | +4.3% |
| 6M | +16.1% | +16.3% | -0.3% | +11.3% |
| YTD | +30.4% | +4.8% | +25.6% | +26.7% |
| 1Y | +33.0% | +4.9% | +28.1% | +28.8% |
| 3Y | +134.6% | -27.0% | +161.7% | +139.9% |
| 5Y | +84.9% | +5.7% | +79.2% | +65.3% |
| All | +109.5% | +197.5% | -88.0% | +59.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH 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 BAH 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