+5,256.9%
SPG vs BBWI
+942.1%
+4,314.8%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.8% | -3.8% | -1.9% |
| 7D | -2.4% | +1.5% | -3.9% | -2.9% |
| 30D | -6.8% | -5.2% | -1.6% | -5.8% |
| 3M | +2.7% | +11.1% | -8.4% | -2.2% |
| 6M | +5.5% | -13.4% | +18.8% | +7.3% |
| YTD | +15.7% | +0.1% | +15.6% | +11.3% |
| 1Y | +20.9% | -36.1% | +57.0% | +31.4% |
| 3Y | +112.4% | -44.1% | +156.5% | +126.2% |
| 5Y | +101.4% | -66.2% | +167.6% | +140.1% |
| 10Y | +60.6% | -54.8% | +115.4% | +40.0% |
| All | +5,256.9% | +942.1% | +4,314.8% | +1,816.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling