+109.5%
SPG vs BWA
+94.6%
+14.9%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | 0.0% | -0.3% |
| 7D | +3.1% | +7.3% | -4.2% | -0.2% |
| 30D | +16.4% | -15.8% | +32.2% | +25.2% |
| 3M | +7.1% | -25.7% | +32.8% | +21.0% |
| 6M | +16.1% | -19.6% | +35.7% | +24.2% |
| YTD | +30.4% | +14.1% | +16.4% | +13.3% |
| 1Y | +33.0% | +12.2% | +20.8% | +16.2% |
| 3Y | +134.6% | +63.8% | +70.8% | +60.0% |
| 5Y | +84.9% | +28.7% | +56.2% | +38.3% |
| All | +109.5% | +94.6% | +14.9% | +10.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA 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 BWA 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