+67.8%
SPYG vs BEN
+28.2%
+39.6%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.4% | -1.4% | -1.1% |
| 7D | +2.3% | +6.8% | -4.4% | -0.4% |
| 30D | -6.5% | +18.0% | -24.4% | -12.6% |
| 3M | -6.8% | +7.5% | -14.3% | -9.7% |
| 6M | -3.1% | +14.7% | -17.9% | -8.8% |
| YTD | +8.0% | +56.1% | -48.1% | -10.9% |
| 1Y | +10.2% | +69.6% | -59.4% | -12.2% |
| 3Y | +91.0% | +87.7% | +3.3% | +37.8% |
| All | +67.8% | +28.2% | +39.6% | +41.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling