+1,796.7%
BEN vs SM
+1,608.3%
+188.4%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -2.5% | +6.0% | +3.9% |
| 7D | +0.2% | +0.1% | +0.1% | +0.2% |
| 30D | -0.5% | +26.3% | -26.9% | -4.5% |
| 3M | +9.7% | +8.7% | +1.0% | +7.3% |
| 6M | +33.9% | +51.7% | -17.8% | +22.6% |
| YTD | +49.0% | +99.0% | -50.1% | +29.9% |
| 1Y | +42.1% | +34.6% | +7.5% | +31.5% |
| 3Y | +51.9% | -7.8% | +59.6% | +45.6% |
| 5Y | +39.0% | +104.8% | -65.7% | +12.0% |
| 10Y | +57.9% | +7.2% | +50.6% | +0.9% |
| All | +1,796.7% | +1,608.3% | +188.4% | +581.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling