+63.7%
SPG vs BBWI
-58.2%
+121.9%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -6.3% | +3.9% | -0.5% |
| 7D | -1.7% | -4.4% | +2.8% | -0.4% |
| 30D | -6.3% | -7.4% | +1.1% | -4.7% |
| 3M | -2.4% | -2.2% | -0.2% | -3.1% |
| 6M | +9.6% | -16.3% | +25.9% | +12.7% |
| YTD | +14.2% | -9.1% | +23.3% | +13.4% |
| 1Y | +19.3% | -34.5% | +53.8% | +28.4% |
| 3Y | +106.7% | -47.0% | +153.7% | +123.2% |
| 5Y | +104.2% | -68.8% | +173.1% | +150.6% |
| 10Y | +63.7% | -57.4% | +121.0% | +15.6% |
| All | +63.7% | -58.2% | +121.9% | +15.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 BBWI 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