+130.4%
BEN vs STLA
+178.7%
-48.4%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -3.6% | +4.8% | +2.1% |
| 7D | +12.1% | -4.9% | +17.1% | +13.6% |
| 30D | +13.4% | -4.9% | +18.3% | +14.5% |
| 3M | +9.4% | -23.7% | +33.0% | +16.2% |
| 6M | +19.3% | -45.0% | +64.2% | +37.2% |
| YTD | +57.3% | -60.9% | +118.1% | +94.4% |
| 1Y | +69.1% | -58.9% | +128.0% | +105.7% |
| 3Y | +85.6% | -74.4% | +160.1% | +147.3% |
| 5Y | +32.9% | -71.5% | +104.5% | +69.7% |
| 10Y | +58.3% | +5.3% | +53.1% | +55.5% |
| All | +130.4% | +178.7% | -48.4% | +117.9% |
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 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