+82.8%
BEN vs SFM
+23.1%
+59.7%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +1.0% | +5.4% | +6.3% |
| 7D | +12.2% | -10.2% | +22.4% | +13.0% |
| 30D | +12.1% | -23.9% | +36.0% | +13.9% |
| 3M | +7.3% | -42.3% | +49.6% | +11.5% |
| 6M | +17.9% | -40.1% | +58.0% | +21.8% |
| YTD | +55.4% | -37.8% | +93.2% | +59.8% |
| 1Y | +69.3% | -37.1% | +106.4% | +73.7% |
| 3Y | +82.8% | +21.5% | +61.3% | +62.8% |
| All | +82.8% | +23.1% | +59.7% | +62.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling