+35.8%
BEN vs SNY
+9.4%
+26.3%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.1% | -0.1% |
| 7D | -3.1% | -3.3% | +0.2% | -2.3% |
| 30D | +0.2% | -2.2% | +2.3% | +0.7% |
| 3M | +6.8% | -3.0% | +9.9% | +7.5% |
| 6M | +38.1% | +2.7% | +35.4% | +36.8% |
| YTD | +44.3% | -6.8% | +51.2% | +46.4% |
| 1Y | +42.6% | -5.3% | +47.8% | +43.7% |
| 3Y | +52.3% | -9.8% | +62.1% | +53.4% |
| All | +35.8% | +9.4% | +26.3% | +20.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY 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 SNY 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