+114.1%
BEN vs STLA
+189.9%
-75.8%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -0.2% | +4.9% | +4.8% |
| 7D | +6.6% | -4.5% | +11.1% | +7.9% |
| 30D | +3.8% | -3.9% | +7.8% | +4.6% |
| 3M | +0.2% | -20.2% | +20.4% | +5.3% |
| 6M | +10.4% | -42.2% | +52.6% | +25.5% |
| YTD | +46.2% | -59.3% | +105.5% | +78.9% |
| 1Y | +52.3% | -56.1% | +108.3% | +82.0% |
| 3Y | +65.9% | -73.7% | +139.6% | +119.5% |
| 5Y | +20.6% | -70.3% | +90.9% | +52.3% |
| 10Y | +64.8% | +23.1% | +41.7% | +57.5% |
| All | +114.1% | +189.9% | -75.8% | +100.6% |
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