+82.8%
BEN vs SPY
+78.0%
+4.8%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +2.4% | +4.0% | +3.7% |
| 7D | +12.2% | +0.1% | +12.1% | +12.3% |
| 30D | +12.1% | -3.3% | +15.4% | +16.5% |
| 3M | +7.3% | -2.4% | +9.7% | +10.3% |
| 6M | +17.9% | +2.6% | +15.3% | +14.9% |
| YTD | +55.4% | +11.2% | +44.2% | +39.1% |
| 1Y | +69.3% | +13.4% | +55.9% | +48.6% |
| 3Y | +82.8% | +79.9% | +2.9% | -13.3% |
| All | +82.8% | +78.0% | +4.8% | -13.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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