-71.9%
BENF vs SPY
+17.2%
-89.2%
-89.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -27.9% | -0.6% | -27.3% | -27.6% |
| 7D | -43.6% | -2.0% | -41.6% | -43.2% |
| 30D | -55.9% | -1.7% | -54.3% | -55.6% |
| 3M | -64.9% | +4.7% | -69.6% | -65.1% |
| 6M | -68.1% | +12.5% | -80.6% | -69.3% |
| YTD | -82.8% | +11.7% | -94.5% | -83.3% |
| 1Y | -71.9% | +17.5% | -89.4% | -74.0% |
| All | -71.9% | +17.2% | -89.2% | -74.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling