+133.6%
SPG vs BR
+14.9%
+118.6%
-24.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.5% | -0.8% | -0.4% |
| 7D | +2.0% | +1.1% | +0.9% | +1.6% |
| 30D | +17.2% | +14.4% | +2.9% | +12.2% |
| 3M | +6.3% | +12.4% | -6.1% | +2.1% |
| 6M | +18.7% | +35.4% | -16.8% | +5.8% |
| YTD | +30.1% | -12.2% | +42.3% | +40.9% |
| 1Y | +32.8% | -12.7% | +45.5% | +44.3% |
| 3Y | +133.6% | +14.3% | +119.3% | +121.8% |
| All | +133.6% | +14.9% | +118.6% | +121.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling