+51.8%
BEN vs SBAC
+83.0%
-31.2%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.8% | +1.5% | -0.5% |
| 7D | +0.3% | -5.3% | +5.6% | +1.9% |
| 30D | +0.9% | +0.4% | +0.5% | +0.7% |
| 3M | +9.2% | -11.9% | +21.1% | +12.9% |
| 6M | +36.8% | -4.5% | +41.3% | +36.6% |
| YTD | +44.4% | -4.3% | +48.7% | +43.7% |
| 1Y | +45.8% | -3.9% | +49.7% | +44.7% |
| 3Y | +52.5% | -11.0% | +63.5% | +52.0% |
| 5Y | +37.7% | -44.1% | +81.8% | +58.1% |
| All | +51.8% | +83.0% | -31.2% | +51.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC 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 10y: compounded portfolio wealth divided by compounded SBAC 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…
10y analysis · Full analysis span regression · 6 months rolling