+13,845.6%
SPGI vs BEN
+4,913.3%
+8,932.3%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +3.5% | -5.1% | -2.7% |
| 7D | +0.1% | +0.2% | -0.1% | 0.0% |
| 30D | +8.4% | -0.5% | +9.0% | +8.5% |
| 3M | +11.8% | +9.7% | +2.1% | +8.1% |
| 6M | +5.7% | +33.9% | -28.2% | -4.9% |
| YTD | -9.7% | +49.0% | -58.7% | -21.7% |
| 1Y | -12.5% | +42.1% | -54.6% | -23.1% |
| 3Y | +21.8% | +51.9% | -30.1% | +2.1% |
| 5Y | +8.2% | +39.0% | -30.9% | -8.3% |
| 10Y | +309.5% | +57.9% | +251.7% | +210.8% |
| All | +13,845.6% | +4,913.3% | +8,932.3% | +5,232.1% |
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