+41.8%
BEN vs SM
+111.2%
-69.4%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.6% | -3.9% | -0.8% |
| 7D | +4.7% | -0.2% | +4.8% | +4.7% |
| 30D | +2.6% | +31.5% | -28.9% | -2.0% |
| 3M | +11.5% | +17.3% | -5.8% | +7.8% |
| 6M | +35.3% | +48.5% | -13.2% | +23.6% |
| YTD | +48.6% | +106.3% | -57.6% | +26.5% |
| 1Y | +46.7% | +47.3% | -0.6% | +32.9% |
| 3Y | +57.0% | -1.4% | +58.4% | +48.1% |
| 5Y | +41.8% | +114.0% | -72.2% | +1.3% |
| All | +41.8% | +111.2% | -69.4% | +1.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling