+3,310.0%
SPG vs BB
+307.3%
+3,002.7%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +4.4% | -3.6% | +0.3% |
| 7D | +4.9% | +3.8% | +1.1% | +4.4% |
| 30D | +15.6% | -0.3% | +15.9% | +15.2% |
| 3M | +4.1% | -0.5% | +4.5% | +3.4% |
| 6M | +13.6% | +45.9% | -32.3% | +6.6% |
| YTD | +27.5% | +130.6% | -103.1% | +13.1% |
| 1Y | +32.2% | +89.2% | -56.9% | +19.7% |
| 3Y | +126.0% | +137.5% | -11.5% | +92.8% |
| 5Y | +74.7% | -20.9% | +95.7% | +64.5% |
| 10Y | +112.8% | +25.4% | +87.4% | +73.5% |
| All | +3,310.0% | +307.3% | +3,002.7% | +2,779.3% |
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