+14,609.4%
SPGI vs BEN
+4,818.7%
+9,790.7%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +4.7% | -5.7% | -2.6% |
| 7D | +0.3% | +6.6% | -6.3% | -2.0% |
| 30D | +18.4% | +3.8% | +14.5% | +16.7% |
| 3M | +15.7% | +0.2% | +15.5% | +15.3% |
| 6M | +17.3% | +10.4% | +6.8% | +12.8% |
| YTD | -4.7% | +46.2% | -50.9% | -17.0% |
| 1Y | +1.8% | +52.3% | -50.4% | -12.6% |
| 3Y | +31.7% | +65.9% | -34.2% | +7.0% |
| 5Y | +12.1% | +20.6% | -8.5% | +0.1% |
| 10Y | +341.9% | +64.8% | +277.2% | +230.5% |
| All | +14,609.4% | +4,818.7% | +9,790.7% | +5,551.1% |
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