+564.9%
SPYG vs BEN
+395.6%
+169.2%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.5% | -3.6% | -1.6% |
| 7D | +0.4% | +0.2% | +0.1% | +0.2% |
| 30D | -0.4% | -0.5% | +0.1% | -0.3% |
| 3M | +0.5% | +9.7% | -9.2% | -3.4% |
| 6M | +17.5% | +33.9% | -16.4% | +3.6% |
| YTD | +14.3% | +49.0% | -34.6% | -3.8% |
| 1Y | +21.7% | +42.1% | -20.4% | +4.1% |
| 3Y | +98.6% | +51.9% | +46.7% | +59.8% |
| 5Y | +85.1% | +39.0% | +46.1% | +50.9% |
| 10Y | +412.0% | +57.9% | +354.2% | +258.8% |
| All | +564.9% | +395.6% | +169.2% | +83.7% |
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