-100.0%
BENF vs SPY
+77.5%
-177.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.5% | +0.9% | -13.4% | -12.8% |
| 7D | -54.5% | -0.8% | -53.7% | -54.3% |
| 30D | -55.5% | -1.1% | -54.4% | -55.3% |
| 3M | -69.5% | +3.9% | -73.4% | -69.9% |
| 6M | -72.0% | +13.6% | -85.6% | -73.2% |
| YTD | -84.9% | +12.7% | -97.6% | -85.5% |
| 1Y | -71.6% | +17.5% | -89.1% | -73.0% |
| 3Y | -99.9% | +76.9% | -176.8% | -100.0% |
| All | -100.0% | +77.5% | -177.5% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling