+58.3%
BEN vs SFM
+138.5%
-80.2%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.4% | +2.6% | +1.4% |
| 7D | +12.1% | -6.9% | +19.0% | +13.4% |
| 30D | +13.4% | -25.0% | +38.4% | +17.9% |
| 3M | +9.4% | -42.7% | +52.1% | +18.9% |
| 6M | +19.3% | -41.0% | +60.3% | +28.3% |
| YTD | +57.3% | -38.7% | +95.9% | +66.8% |
| 1Y | +69.1% | -38.1% | +107.2% | +78.9% |
| 3Y | +85.6% | +19.3% | +66.3% | +63.0% |
| 5Y | +32.9% | +103.1% | -70.2% | +0.5% |
| 10Y | +58.3% | +131.1% | -72.7% | +9.5% |
| All | +58.3% | +138.5% | -80.2% | +9.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 SFM 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