+109.0%
SPG vs BR
+277.7%
-168.7%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.5% | -0.8% | -0.5% |
| 7D | +2.0% | +1.1% | +0.9% | +1.5% |
| 30D | +17.2% | +14.4% | +2.9% | +10.3% |
| 3M | +6.3% | +12.4% | -6.1% | +0.5% |
| 6M | +18.7% | +35.4% | -16.8% | +2.0% |
| YTD | +30.1% | -12.2% | +42.3% | +36.4% |
| 1Y | +32.8% | -12.7% | +45.5% | +39.7% |
| 3Y | +133.6% | +14.3% | +119.3% | +113.3% |
| 5Y | +84.4% | +19.3% | +65.1% | +61.9% |
| All | +109.0% | +277.7% | -168.7% | +28.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 BR 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