+57.0%
BEN vs STLA
-65.4%
+122.4%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.1% | +2.8% | +0.6% |
| 7D | +4.7% | +0.7% | +3.9% | +4.5% |
| 30D | +2.6% | -2.4% | +5.0% | +3.0% |
| 3M | +11.5% | -23.9% | +35.4% | +19.1% |
| 6M | +35.3% | -24.6% | +59.9% | +44.3% |
| YTD | +48.6% | -50.5% | +99.1% | +75.4% |
| 1Y | +46.7% | -39.8% | +86.5% | +60.4% |
| 3Y | +57.0% | -65.6% | +122.6% | +86.9% |
| All | +57.0% | -65.4% | +122.4% | +86.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling