+62.2%
SPG vs BAH
+182.5%
-120.3%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.9% | +2.1% | +1.4% |
| 7D | 0.0% | -4.3% | +4.3% | +1.0% |
| 30D | -4.9% | -4.5% | -0.5% | -4.1% |
| 3M | +3.3% | -7.6% | +10.9% | +4.7% |
| 6M | +11.2% | -10.6% | +21.8% | +13.1% |
| YTD | +17.1% | -12.6% | +29.6% | +18.6% |
| 1Y | +21.6% | -27.0% | +48.6% | +28.2% |
| 3Y | +111.9% | -31.5% | +143.4% | +117.5% |
| 5Y | +106.9% | -3.8% | +110.7% | +87.5% |
| 10Y | +62.2% | +183.9% | -121.7% | +21.1% |
| All | +62.2% | +182.5% | -120.3% | +21.1% |
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