+106.9%
SPG vs BB
-27.1%
+134.0%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.2% | -1.0% | +0.9% |
| 7D | 0.0% | +0.5% | -0.5% | -0.1% |
| 30D | -4.9% | -12.4% | +7.4% | -3.4% |
| 3M | +3.3% | -15.3% | +18.6% | +4.3% |
| 6M | +11.2% | +128.8% | -117.6% | -5.3% |
| YTD | +17.1% | +107.7% | -90.6% | +1.2% |
| 1Y | +21.6% | +103.9% | -82.3% | +4.4% |
| 3Y | +111.9% | +72.6% | +39.3% | +78.6% |
| 5Y | +106.9% | -24.3% | +131.2% | +97.1% |
| All | +106.9% | -27.1% | +134.0% | +97.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling