+61.0%
BEN vs SWK
+21.9%
+39.2%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.7% | +0.4% |
| 7D | +7.2% | -2.3% | +9.5% | +8.4% |
| 30D | +14.1% | +30.4% | -16.3% | +0.1% |
| 3M | +9.9% | +12.1% | -2.2% | +3.4% |
| 6M | +17.4% | +49.1% | -31.7% | -4.8% |
| YTD | +57.3% | +60.4% | -3.1% | +21.6% |
| 1Y | +66.9% | +78.3% | -11.4% | +22.0% |
| 3Y | +85.7% | +53.3% | +32.4% | +38.8% |
| 5Y | +31.2% | -27.0% | +58.2% | +38.7% |
| 10Y | +61.0% | +20.8% | +40.2% | +30.2% |
| All | +61.0% | +21.9% | +39.2% | +30.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SWK.
Daily Out/Under-Performance
Portfolio return minus SWK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SWK 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 SWK 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