+19.6%
BEN vs SFM
+132.6%
-112.9%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +2.9% | +0.6% | +3.0% |
| 7D | +0.2% | -0.1% | +0.3% | +0.3% |
| 30D | -0.5% | -4.4% | +3.8% | +0.1% |
| 3M | +9.7% | +1.5% | +8.2% | +8.9% |
| 6M | +33.9% | +6.5% | +27.4% | +31.0% |
| YTD | +49.0% | +2.2% | +46.8% | +46.4% |
| 1Y | +42.1% | -41.9% | +84.0% | +53.6% |
| 3Y | +51.9% | +106.8% | -54.9% | +25.0% |
| 5Y | +39.0% | +231.6% | -192.5% | +1.4% |
| 10Y | +57.9% | +258.4% | -200.6% | +6.5% |
| All | +19.6% | +132.6% | -112.9% | -13.4% |
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 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