+657.6%
STM vs BEN
+56.5%
+601.1%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.2% | -0.3% | -0.4% |
| 7D | +5.2% | +4.7% | +0.5% | +2.5% |
| 30D | -7.4% | +2.6% | -10.0% | -8.8% |
| 3M | -30.6% | +11.5% | -42.1% | -34.9% |
| 6M | +66.4% | +35.3% | +31.1% | +39.4% |
| YTD | +101.1% | +48.6% | +52.5% | +59.9% |
| 1Y | +97.4% | +46.7% | +50.7% | +57.6% |
| 3Y | +21.1% | +57.0% | -35.9% | -9.6% |
| 5Y | +22.5% | +41.8% | -19.4% | -4.6% |
| 10Y | +657.6% | +55.2% | +602.4% | +450.3% |
| All | +657.6% | +56.5% | +601.1% | +450.3% |
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