+63.7%
SPG vs BWA
+142.7%
-79.0%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.5% | -0.9% | -1.7% |
| 7D | -1.7% | +0.1% | -1.8% | -1.8% |
| 30D | -6.3% | -5.6% | -0.7% | -4.2% |
| 3M | -2.4% | -10.7% | +8.3% | +1.6% |
| 6M | +9.6% | +23.2% | -13.5% | -3.5% |
| YTD | +14.2% | +46.0% | -31.8% | -10.3% |
| 1Y | +19.3% | +51.2% | -31.9% | -8.5% |
| 3Y | +106.7% | +69.6% | +37.1% | +42.5% |
| 5Y | +104.2% | +86.6% | +17.6% | +27.8% |
| 10Y | +63.7% | +152.3% | -88.6% | -22.9% |
| All | +63.7% | +142.7% | -79.0% | -22.9% |
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