-67.0%
SE vs BEN
+42.4%
-109.4%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.2% | +1.3% | +1.3% |
| 7D | +0.6% | +4.7% | -4.1% | -2.5% |
| 30D | -0.1% | +2.6% | -2.7% | -2.0% |
| 3M | +34.1% | +11.5% | +22.6% | +24.1% |
| 6M | +23.2% | +35.3% | -12.1% | -0.6% |
| YTD | -11.2% | +48.6% | -59.8% | -33.1% |
| 1Y | -40.5% | +46.7% | -87.2% | -55.0% |
| 3Y | +196.3% | +57.0% | +139.3% | +96.8% |
| 5Y | -67.0% | +41.8% | -108.9% | -76.0% |
| All | -67.0% | +42.4% | -109.4% | -76.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BEN.
Daily Out/Under-Performance
Portfolio return minus BEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BEN 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 5y: compounded portfolio wealth divided by compounded BEN 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…
5y analysis · Full analysis span regression · 6 months rolling