+82.7%
SPG vs BAH
+6.1%
+76.6%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.3% | 0.0% | -0.2% |
| 7D | +2.0% | +1.7% | +0.3% | +1.7% |
| 30D | +17.2% | +20.8% | -3.5% | +13.9% |
| 3M | +6.3% | +11.6% | -5.2% | +4.4% |
| 6M | +18.7% | +23.1% | -4.4% | +14.4% |
| YTD | +30.1% | +5.3% | +24.8% | +27.4% |
| 1Y | +32.8% | +6.1% | +26.6% | +29.6% |
| 3Y | +133.6% | -27.5% | +161.1% | +136.2% |
| All | +82.7% | +6.1% | +76.6% | +62.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling