+118.2%
BEN vs STLA
+263.8%
-145.6%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.3% | +2.2% | +3.2% |
| 7D | +0.2% | +2.6% | -2.4% | -0.4% |
| 30D | -0.5% | -1.2% | +0.7% | -0.4% |
| 3M | +9.7% | -24.8% | +34.5% | +17.3% |
| 6M | +33.9% | -25.6% | +59.5% | +43.0% |
| YTD | +49.0% | -48.9% | +97.9% | +73.0% |
| 1Y | +42.1% | -38.8% | +80.9% | +55.9% |
| 3Y | +51.9% | -64.5% | +116.4% | +87.0% |
| 5Y | +39.0% | -62.4% | +101.5% | +66.4% |
| 10Y | +57.9% | +55.4% | +2.5% | +42.9% |
| All | +118.2% | +263.8% | -145.6% | +94.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling