+57.4%
BEN vs SM
-6.8%
+64.2%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -2.5% | +6.0% | +3.8% |
| 7D | +0.2% | +0.1% | +0.1% | +0.2% |
| 30D | -0.5% | +26.3% | -26.9% | -3.4% |
| 3M | +9.7% | +8.7% | +1.0% | +8.2% |
| 6M | +33.9% | +51.7% | -17.8% | +23.3% |
| YTD | +49.0% | +99.0% | -50.1% | +29.5% |
| 1Y | +42.1% | +34.6% | +7.5% | +33.3% |
| All | +57.4% | -6.8% | +64.2% | +45.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling