+3,378.5%
SPG vs BB
+329.7%
+3,048.9%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +5.5% | -3.5% | +1.4% |
| 7D | +5.1% | +15.0% | -9.9% | +3.4% |
| 30D | +16.8% | +3.5% | +13.4% | +16.0% |
| 3M | +5.7% | +2.7% | +3.0% | +4.6% |
| 6M | +17.8% | +44.7% | -26.9% | +10.7% |
| YTD | +30.1% | +143.3% | -113.2% | +14.7% |
| 1Y | +32.8% | +102.2% | -69.4% | +19.3% |
| 3Y | +137.2% | +156.1% | -18.9% | +100.7% |
| 5Y | +81.5% | -17.6% | +99.1% | +70.0% |
| 10Y | +116.5% | +29.0% | +87.6% | +75.9% |
| All | +3,378.5% | +329.7% | +3,048.9% | +2,819.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling