+57.0%
BEN vs SFM
+96.9%
-39.9%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -6.5% | +6.3% | +0.4% |
| 7D | +4.7% | -5.8% | +10.5% | +5.2% |
| 30D | +2.6% | -11.4% | +14.0% | +3.6% |
| 3M | +11.5% | -12.2% | +23.7% | +12.5% |
| 6M | +35.3% | -5.2% | +40.5% | +35.3% |
| YTD | +48.6% | -4.5% | +53.1% | +48.3% |
| 1Y | +46.7% | -45.4% | +92.1% | +57.0% |
| 3Y | +57.0% | +91.1% | -34.1% | +24.1% |
| All | +57.0% | +96.9% | -39.9% | +24.1% |
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