+116.1%
SPG vs BB
+28.9%
+87.2%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.9% | +1.5% | +0.8% |
| 7D | +5.6% | +11.6% | -6.0% | +3.7% |
| 30D | +17.6% | +2.6% | +15.0% | +16.5% |
| 3M | +7.5% | +3.5% | +3.9% | +5.8% |
| 6M | +18.5% | +43.5% | -24.9% | +8.2% |
| YTD | +30.9% | +141.2% | -110.2% | +8.4% |
| 1Y | +34.1% | +97.4% | -63.3% | +14.6% |
| 3Y | +135.5% | +151.1% | -15.6% | +82.4% |
| 5Y | +86.5% | -12.8% | +99.3% | +68.2% |
| 10Y | +116.1% | +27.5% | +88.6% | +29.1% |
| All | +116.1% | +28.9% | +87.2% | +29.1% |
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