+828.4%
SPYM vs BEN
+119.5%
+709.0%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.5% | -3.9% | -1.6% |
| 7D | +0.1% | +0.2% | -0.1% | 0.0% |
| 30D | +0.1% | -0.5% | +0.6% | +0.2% |
| 3M | +2.0% | +9.7% | -7.7% | -1.5% |
| 6M | +13.1% | +33.9% | -20.8% | +1.2% |
| YTD | +13.6% | +49.0% | -35.4% | -2.4% |
| 1Y | +20.1% | +42.1% | -22.0% | +4.6% |
| 3Y | +77.6% | +51.9% | +25.7% | +46.9% |
| 5Y | +82.5% | +39.0% | +43.5% | +52.3% |
| 10Y | +317.6% | +57.9% | +259.7% | +208.7% |
| All | +828.4% | +119.5% | +709.0% | +440.1% |
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