+349.2%
SPG vs BAH
+886.2%
-537.0%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.5% | +0.5% | -0.7% |
| 7D | -2.4% | -3.2% | +0.9% | -1.7% |
| 30D | -6.8% | +2.0% | -8.8% | -7.3% |
| 3M | +2.7% | -7.6% | +10.3% | +4.0% |
| 6M | +5.5% | -5.7% | +11.1% | +5.8% |
| YTD | +15.7% | -11.7% | +27.4% | +17.0% |
| 1Y | +20.9% | -27.4% | +48.2% | +27.3% |
| 3Y | +112.4% | -32.5% | +144.9% | +120.7% |
| 5Y | +101.4% | -3.3% | +104.7% | +88.1% |
| 10Y | +60.6% | +186.0% | -125.4% | +19.0% |
| All | +349.2% | +886.2% | -537.0% | +136.2% |
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