+41.8%
BEN vs SBAC
-43.9%
+85.8%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.2% | -0.1% |
| 7D | +4.7% | -0.1% | +4.7% | +4.7% |
| 30D | +2.6% | +3.2% | -0.6% | +1.6% |
| 3M | +11.5% | -5.1% | +16.5% | +12.8% |
| 6M | +35.3% | -2.1% | +37.4% | +34.4% |
| YTD | +48.6% | -0.5% | +49.1% | +46.2% |
| 1Y | +46.7% | +1.1% | +45.6% | +43.1% |
| 3Y | +57.0% | -7.4% | +64.5% | +53.8% |
| 5Y | +41.8% | -44.3% | +86.2% | +66.5% |
| All | +41.8% | -43.9% | +85.8% | +66.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling