+1,753.5%
BEN vs SPY
+3,056.6%
-1,303.1%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.3% | -1.3% | -1.7% |
| 7D | +7.2% | -0.9% | +8.1% | +8.5% |
| 30D | +14.1% | -2.4% | +16.5% | +17.8% |
| 3M | +9.9% | -1.2% | +11.1% | +11.7% |
| 6M | +17.4% | +3.3% | +14.1% | +12.7% |
| YTD | +57.3% | +12.3% | +45.0% | +36.1% |
| 1Y | +66.9% | +12.4% | +54.5% | +44.2% |
| 3Y | +85.7% | +78.8% | +6.9% | -12.6% |
| 5Y | +31.2% | +75.2% | -44.0% | -35.7% |
| 10Y | +61.0% | +311.1% | -250.1% | -74.1% |
| All | +1,753.5% | +3,056.6% | -1,303.1% | -68.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling