+69.1%
BEN vs SFM
-38.0%
+107.1%
-19.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.4% | +2.6% | +1.2% |
| 7D | +12.1% | -6.9% | +19.0% | +12.3% |
| 30D | +13.4% | -25.0% | +38.4% | +13.8% |
| 3M | +9.4% | -42.7% | +52.1% | +10.4% |
| 6M | +19.3% | -41.0% | +60.3% | +20.3% |
| YTD | +57.3% | -38.7% | +95.9% | +61.2% |
| 1Y | +69.1% | -38.1% | +107.2% | +72.9% |
| All | +69.1% | -38.0% | +107.1% | +72.9% |
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