+24.8%
BEN vs SFM
+41.7%
-16.8%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +1.0% | +5.4% | +6.2% |
| 7D | +12.2% | -10.2% | +22.4% | +14.1% |
| 30D | +12.1% | -23.9% | +36.0% | +16.2% |
| 3M | +7.3% | -42.3% | +49.6% | +16.3% |
| 6M | +17.9% | -40.1% | +58.0% | +26.3% |
| YTD | +55.4% | -37.8% | +93.2% | +64.3% |
| 1Y | +69.3% | -37.1% | +106.4% | +78.4% |
| 3Y | +82.8% | +21.5% | +61.3% | +63.1% |
| 5Y | +28.8% | +103.8% | -75.0% | +1.0% |
| 10Y | +53.9% | +142.0% | -88.1% | +10.4% |
| All | +24.8% | +41.7% | -16.8% | -2.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling