+78.0%
SPYM vs BEN
+86.4%
-8.3%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.4% | -0.9% | -0.5% |
| 7D | +2.6% | +6.8% | -4.2% | +0.7% |
| 30D | -2.0% | +18.0% | -20.0% | -6.4% |
| 3M | -2.8% | +7.5% | -10.3% | -4.9% |
| 6M | +2.2% | +14.7% | -12.6% | -2.0% |
| YTD | +11.5% | +56.1% | -44.6% | -2.2% |
| 1Y | +13.5% | +69.6% | -56.1% | -2.8% |
| 3Y | +78.0% | +87.7% | -9.6% | +44.4% |
| All | +78.0% | +86.4% | -8.3% | +44.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling