+53.6%
BEN vs SFM
+140.2%
-86.6%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.3% | -0.9% | +0.2% |
| 7D | +6.8% | +6.0% | +0.7% | +5.8% |
| 30D | +18.0% | -19.5% | +37.4% | +21.3% |
| 3M | +7.5% | -37.0% | +44.5% | +15.0% |
| 6M | +14.7% | -41.0% | +55.7% | +23.6% |
| YTD | +56.1% | -34.6% | +90.7% | +63.8% |
| 1Y | +69.6% | -36.3% | +105.8% | +78.7% |
| 3Y | +87.7% | +24.5% | +63.1% | +63.9% |
| 5Y | +28.6% | +115.9% | -87.2% | -3.7% |
| All | +53.6% | +140.2% | -86.6% | +8.3% |
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