+63.7%
SPG vs BEN
+53.7%
+10.0%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.5% | -0.9% | -1.7% |
| 7D | -1.7% | +3.4% | -5.0% | -3.3% |
| 30D | -6.3% | +1.8% | -8.1% | -7.2% |
| 3M | -2.4% | +8.4% | -10.8% | -6.9% |
| 6M | +9.6% | +35.6% | -26.0% | -7.5% |
| YTD | +14.2% | +46.4% | -32.2% | -7.8% |
| 1Y | +19.3% | +46.3% | -27.0% | -4.1% |
| 3Y | +106.7% | +54.6% | +52.1% | +55.4% |
| 5Y | +104.2% | +39.4% | +64.8% | +57.5% |
| 10Y | +63.7% | +57.6% | +6.1% | +1.2% |
| All | +63.7% | +53.7% | +10.0% | +1.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BEN.
Daily Out/Under-Performance
Portfolio return minus BEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BEN 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 BEN 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