+109.7%
SPG vs BB
+59.1%
+50.6%
-24.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -1.0% | -1.0% |
| 7D | -2.4% | -5.6% | +3.3% | -1.9% |
| 30D | -6.8% | -11.8% | +5.0% | -6.0% |
| 3M | +2.7% | -25.5% | +28.2% | +4.5% |
| 6M | +5.5% | +121.3% | -115.8% | -5.7% |
| YTD | +15.7% | +103.2% | -87.5% | +4.4% |
| 1Y | +20.9% | +102.6% | -81.8% | +8.3% |
| All | +109.7% | +59.1% | +50.6% | +82.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling