+5,923.7%
SPG vs BBWI
+1,062.3%
+4,861.5%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.9% | +0.1% | +1.4% |
| 7D | +5.1% | -6.2% | +11.3% | +7.2% |
| 30D | +16.8% | +25.5% | -8.6% | +8.2% |
| 3M | +5.7% | +8.0% | -2.3% | +1.5% |
| 6M | +17.8% | +12.7% | +5.1% | +10.2% |
| YTD | +30.1% | +11.6% | +18.5% | +19.7% |
| 1Y | +32.8% | -0.9% | +33.7% | +24.4% |
| 3Y | +137.2% | -22.7% | +159.9% | +125.1% |
| 5Y | +81.5% | -67.2% | +148.6% | +117.5% |
| 10Y | +116.5% | -43.7% | +160.2% | +74.2% |
| All | +5,923.7% | +1,062.3% | +4,861.5% | +1,962.2% |
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