+109.0%
SPG vs BB
+21.8%
+87.2%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.4% | +2.1% | +0.1% |
| 7D | +2.0% | +1.8% | +0.2% | +1.7% |
| 30D | +17.2% | +8.1% | +9.1% | +15.2% |
| 3M | +6.3% | -1.0% | +7.3% | +5.4% |
| 6M | +18.7% | +45.9% | -27.2% | +7.9% |
| YTD | +30.1% | +134.8% | -104.7% | +8.1% |
| 1Y | +32.8% | +104.6% | -71.8% | +12.7% |
| 3Y | +133.6% | +152.8% | -19.3% | +80.5% |
| 5Y | +84.4% | -17.4% | +101.8% | +67.8% |
| All | +109.0% | +21.8% | +87.2% | +25.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 BB 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