+811.4%
SPYM vs BEN
+129.9%
+681.5%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.4% | -0.9% | -0.6% |
| 7D | +2.6% | +6.8% | -4.2% | +0.1% |
| 30D | -2.0% | +18.0% | -20.0% | -7.7% |
| 3M | -2.8% | +7.5% | -10.3% | -5.5% |
| 6M | +2.2% | +14.7% | -12.6% | -3.2% |
| YTD | +11.5% | +56.1% | -44.6% | -5.9% |
| 1Y | +13.5% | +69.6% | -56.1% | -7.1% |
| 3Y | +78.0% | +87.7% | -9.6% | +36.4% |
| 5Y | +73.1% | +28.6% | +44.5% | +49.2% |
| 10Y | +310.9% | +59.8% | +251.0% | +203.2% |
| All | +811.4% | +129.9% | +681.5% | +420.4% |
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 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