+63.3%
BEN vs SFM
-34.4%
+97.7%
-19.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.6% | -2.8% | -1.2% |
| 7D | +11.3% | -0.4% | +11.8% | +11.3% |
| 30D | +15.0% | -19.2% | +34.2% | +15.2% |
| 3M | +7.8% | -40.3% | +48.2% | +8.7% |
| 6M | +15.5% | -40.9% | +56.4% | +16.3% |
| YTD | +55.4% | -35.5% | +90.9% | +59.4% |
| 1Y | +63.3% | -37.4% | +100.7% | +68.4% |
| All | +63.3% | -34.4% | +97.7% | +68.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling