+57.6%
BEN vs SFM
+280.6%
-223.0%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.9% | +2.4% | -0.8% |
| 7D | +3.4% | -7.2% | +10.5% | +4.7% |
| 30D | +1.8% | -14.3% | +16.1% | +4.4% |
| 3M | +8.4% | -13.7% | +22.1% | +10.7% |
| 6M | +35.6% | -6.0% | +41.6% | +35.5% |
| YTD | +46.4% | -8.2% | +54.6% | +46.4% |
| 1Y | +46.3% | -46.2% | +92.6% | +60.8% |
| 3Y | +54.6% | +83.6% | -28.9% | +27.8% |
| 5Y | +39.4% | +212.7% | -173.3% | -0.5% |
| 10Y | +57.6% | +273.0% | -215.4% | -0.3% |
| All | +57.6% | +280.6% | -223.0% | -0.3% |
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