+5,256.9%
SPG vs BEN
+1,458.9%
+3,798.0%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +3.5% | -4.5% | -2.6% |
| 7D | -2.4% | +0.2% | -2.6% | -2.6% |
| 30D | -6.8% | -0.5% | -6.3% | -6.7% |
| 3M | +2.7% | +9.7% | -7.0% | -2.2% |
| 6M | +5.5% | +33.9% | -28.4% | -9.0% |
| YTD | +15.7% | +49.0% | -33.3% | -5.4% |
| 1Y | +20.9% | +42.1% | -21.2% | +0.6% |
| 3Y | +112.4% | +51.9% | +60.5% | +66.1% |
| 5Y | +101.4% | +39.0% | +62.3% | +60.7% |
| 10Y | +60.6% | +57.9% | +2.8% | +14.5% |
| All | +5,256.9% | +1,458.9% | +3,798.0% | +2,317.5% |
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 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