-100.0%
BENF vs SPY
+77.1%
-177.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -0.5% | -5.9% | -6.3% |
| 7D | -17.2% | -0.4% | -16.9% | -17.1% |
| 30D | -40.0% | -1.4% | -38.6% | -39.7% |
| 3M | -51.2% | +3.7% | -54.9% | -51.7% |
| 6M | -56.1% | +13.0% | -69.1% | -57.9% |
| YTD | -76.1% | +12.4% | -88.5% | -77.1% |
| 1Y | -58.6% | +18.5% | -77.1% | -60.8% |
| 3Y | -99.9% | +77.6% | -177.5% | -99.9% |
| All | -100.0% | +77.1% | -177.1% | -100.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling