+422.5%
STM vs BEN
+70.4%
+352.1%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +6.3% | +0.4% | +3.0% |
| 7D | -5.6% | +12.2% | -17.8% | -11.6% |
| 30D | -14.4% | +12.1% | -26.5% | -19.8% |
| 3M | -20.5% | +7.3% | -27.8% | -23.6% |
| 6M | -24.5% | +17.9% | -42.4% | -31.4% |
| YTD | +72.7% | +55.4% | +17.2% | +33.3% |
| 1Y | +91.0% | +69.3% | +21.7% | +40.4% |
| 3Y | +13.5% | +82.8% | -69.3% | -22.7% |
| 5Y | -9.2% | +28.8% | -38.0% | -26.0% |
| 10Y | +422.5% | +53.9% | +368.6% | +263.0% |
| All | +422.5% | +70.4% | +352.1% | +263.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling