+405.2%
SPG vs BAH
+1,074.5%
-669.3%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.6% | +0.4% | +1.7% |
| 7D | +5.1% | -1.5% | +6.6% | +5.4% |
| 30D | +16.8% | +17.3% | -0.4% | +12.8% |
| 3M | +5.7% | +14.9% | -9.2% | +2.2% |
| 6M | +17.8% | +14.2% | +3.6% | +13.5% |
| YTD | +30.1% | +5.1% | +25.0% | +26.4% |
| 1Y | +32.8% | +2.1% | +30.7% | +29.6% |
| 3Y | +137.2% | -26.0% | +163.2% | +142.1% |
| 5Y | +81.5% | +9.0% | +72.5% | +65.4% |
| 10Y | +116.5% | +208.8% | -92.3% | +57.3% |
| All | +405.2% | +1,074.5% | -669.3% | +155.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling