+461.8%
STM vs BEN
+58.0%
+403.8%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.2% | +1.6% | +1.1% |
| 7D | +16.3% | +11.3% | +5.0% | +9.3% |
| 30D | -6.3% | +15.0% | -21.3% | -13.4% |
| 3M | -14.1% | +7.8% | -21.9% | -17.7% |
| 6M | -19.6% | +15.5% | -35.1% | -26.1% |
| YTD | +80.1% | +55.4% | +24.7% | +39.0% |
| 1Y | +95.4% | +63.3% | +32.1% | +46.5% |
| 3Y | +14.7% | +83.4% | -68.7% | -22.1% |
| 5Y | -5.4% | +28.1% | -33.5% | -22.7% |
| All | +461.8% | +58.0% | +403.8% | +290.5% |
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 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