+58.7%
SO vs BEN
+42.4%
+16.3%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.2% | +1.2% | +1.0% |
| 7D | +1.0% | +4.7% | -3.7% | +0.5% |
| 30D | -3.2% | +2.6% | -5.8% | -3.5% |
| 3M | -1.7% | +11.5% | -13.2% | -3.0% |
| 6M | -7.2% | +35.3% | -42.5% | -10.6% |
| YTD | +4.6% | +48.6% | -44.1% | -0.7% |
| 1Y | +1.2% | +46.7% | -45.5% | -3.8% |
| 3Y | +45.3% | +57.0% | -11.8% | +35.4% |
| 5Y | +58.7% | +41.8% | +16.9% | +43.5% |
| All | +58.7% | +42.4% | +16.3% | +43.5% |
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