-100.0%
BENF vs SPY
+75.7%
-175.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.4% | -3.3% | -3.6% |
| 7D | -11.3% | +2.6% | -13.9% | -11.6% |
| 30D | -27.8% | -2.0% | -25.8% | -27.5% |
| 3M | -74.5% | -2.8% | -71.8% | -74.4% |
| 6M | -80.4% | +2.1% | -82.5% | -80.6% |
| YTD | -91.1% | +11.5% | -102.5% | -91.4% |
| 1Y | -84.6% | +13.5% | -98.0% | -85.3% |
| 3Y | -99.9% | +77.7% | -177.6% | -99.9% |
| All | -100.0% | +75.7% | -175.6% | -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