+2,804.0%
SPG vs BRKR
+172.5%
+2,631.5%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BRKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.3% | +0.1% |
| 7D | -1.2% | -8.7% | +7.5% | +0.3% |
| 30D | -6.1% | -9.9% | +3.7% | -4.6% |
| 3M | -3.6% | -3.1% | -0.6% | -4.1% |
| 6M | +10.4% | +45.5% | -35.1% | +1.6% |
| YTD | +14.4% | +13.7% | +0.7% | +9.3% |
| 1Y | +16.5% | +67.4% | -50.9% | +3.7% |
| 3Y | +106.8% | -13.2% | +120.0% | +100.3% |
| 5Y | +108.9% | -39.5% | +148.4% | +112.8% |
| 10Y | +63.9% | +153.5% | -89.5% | +32.3% |
| All | +2,804.0% | +172.5% | +2,631.5% | +1,786.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BRKR.
Daily Out/Under-Performance
Portfolio return minus BRKR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRKR 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 BRKR 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