+53.6%
BEN vs SM
+18.0%
+35.6%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.1% | +0.6% | +0.5% |
| 7D | +6.8% | +9.4% | -2.6% | +5.5% |
| 30D | +18.0% | -14.4% | +32.3% | +19.8% |
| 3M | +7.5% | +1.6% | +5.9% | +6.4% |
| 6M | +14.7% | +6.3% | +8.4% | +12.0% |
| YTD | +56.1% | +78.8% | -22.7% | +40.7% |
| 1Y | +69.6% | +83.1% | -13.6% | +52.3% |
| 3Y | +87.7% | -5.9% | +93.6% | +80.2% |
| 5Y | +28.6% | +4.8% | +23.8% | +18.1% |
| All | +53.6% | +18.0% | +35.6% | +9.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 10y: compounded portfolio wealth divided by compounded SM 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…
10y analysis · Full analysis span regression · 6 months rolling