+106.9%
SPG vs BEN
+42.4%
+64.6%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.2% | +1.4% | +1.3% |
| 7D | 0.0% | +4.7% | -4.7% | -2.0% |
| 30D | -4.9% | +2.6% | -7.6% | -6.1% |
| 3M | +3.3% | +11.5% | -8.2% | -2.0% |
| 6M | +11.2% | +35.3% | -24.1% | -3.9% |
| YTD | +17.1% | +48.6% | -31.6% | -3.5% |
| 1Y | +21.6% | +46.7% | -25.1% | +0.5% |
| 3Y | +111.9% | +57.0% | +54.8% | +64.1% |
| 5Y | +106.9% | +41.8% | +65.1% | +65.5% |
| All | +106.9% | +42.4% | +64.6% | +65.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling