+137.2%
SPG vs BBWI
-25.2%
+162.4%
-24.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.9% | +0.1% | +1.7% |
| 7D | +5.1% | -6.2% | +11.3% | +6.1% |
| 30D | +16.8% | +25.5% | -8.6% | +12.5% |
| 3M | +5.7% | +8.0% | -2.3% | +3.8% |
| 6M | +17.8% | +12.7% | +5.1% | +14.3% |
| YTD | +30.1% | +11.6% | +18.5% | +25.3% |
| 1Y | +32.8% | -0.9% | +33.7% | +29.9% |
| 3Y | +137.2% | -22.7% | +159.9% | +138.0% |
| All | +137.2% | -25.2% | +162.4% | +138.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling