+5,923.7%
SPG vs BEN
+1,526.5%
+4,397.3%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +6.3% | -4.3% | -0.9% |
| 7D | +5.1% | +12.2% | -7.1% | -0.6% |
| 30D | +16.8% | +12.1% | +4.8% | +10.5% |
| 3M | +5.7% | +7.3% | -1.6% | +1.8% |
| 6M | +17.8% | +17.9% | -0.1% | +8.0% |
| YTD | +30.1% | +55.4% | -25.3% | +4.0% |
| 1Y | +32.8% | +69.3% | -36.5% | +1.8% |
| 3Y | +137.2% | +82.8% | +54.4% | +69.6% |
| 5Y | +81.5% | +28.8% | +52.7% | +50.6% |
| 10Y | +116.5% | +53.9% | +62.6% | +56.7% |
| All | +5,923.7% | +1,526.5% | +4,397.3% | +2,556.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling