+295.5%
SPGI vs BEN
+56.5%
+239.0%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.2% | -3.0% | -3.1% |
| 7D | -2.5% | +4.7% | -7.2% | -4.0% |
| 30D | +5.4% | +2.6% | +2.8% | +4.4% |
| 3M | +9.0% | +11.5% | -2.5% | +4.8% |
| 6M | +0.8% | +35.3% | -34.6% | -10.0% |
| YTD | -12.6% | +48.6% | -61.2% | -24.5% |
| 1Y | -16.1% | +46.7% | -62.8% | -27.5% |
| 3Y | +19.0% | +57.0% | -38.0% | -2.3% |
| 5Y | +5.1% | +41.8% | -36.8% | -12.8% |
| 10Y | +295.5% | +55.2% | +240.2% | +196.2% |
| All | +295.5% | +56.5% | +239.0% | +196.2% |
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