+452.3%
BEN vs SBAC
+2,208.1%
-1,755.9%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.1% | +4.6% | +3.7% |
| 7D | +0.2% | -0.8% | +1.0% | +0.4% |
| 30D | -0.5% | +6.9% | -7.5% | -1.7% |
| 3M | +9.7% | -8.2% | +18.0% | +11.0% |
| 6M | +33.9% | -1.6% | +35.5% | +33.2% |
| YTD | +49.0% | -0.1% | +49.1% | +47.6% |
| 1Y | +42.1% | -0.5% | +42.6% | +40.8% |
| 3Y | +51.9% | -9.1% | +60.9% | +51.6% |
| 5Y | +39.0% | -43.8% | +82.8% | +49.9% |
| 10Y | +57.9% | +80.5% | -22.7% | +39.0% |
| All | +452.3% | +2,208.1% | -1,755.9% | +227.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling