+57.6%
BEN vs STLA
+46.8%
+10.8%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.9% | +0.3% | -0.9% |
| 7D | +3.4% | +0.4% | +3.0% | +3.2% |
| 30D | +1.8% | -5.2% | +7.0% | +3.4% |
| 3M | +8.4% | -24.9% | +33.2% | +18.8% |
| 6M | +35.6% | -25.2% | +60.8% | +47.9% |
| YTD | +46.4% | -51.4% | +97.8% | +82.8% |
| 1Y | +46.3% | -40.7% | +87.0% | +66.9% |
| 3Y | +54.6% | -66.3% | +120.9% | +109.0% |
| 5Y | +39.4% | -63.2% | +102.6% | +77.4% |
| 10Y | +57.6% | +48.7% | +8.8% | +40.4% |
| All | +57.6% | +46.8% | +10.8% | +40.4% |
Cumulative growth
Daily Returns
Daily percentage return beside STLA.
Daily Out/Under-Performance
Portfolio return minus STLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLA 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 STLA 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