+16.7%
STM vs BEN
+86.4%
-69.6%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.4% | +0.1% | +0.3% |
| 7D | +12.0% | +6.8% | +5.2% | +7.6% |
| 30D | -0.4% | +18.0% | -18.3% | -9.7% |
| 3M | -13.2% | +7.5% | -20.6% | -16.8% |
| 6M | -26.1% | +14.7% | -40.8% | -32.1% |
| YTD | +81.2% | +56.1% | +25.1% | +38.2% |
| 1Y | +98.3% | +69.6% | +28.7% | +44.2% |
| 3Y | +16.7% | +87.7% | -71.0% | -26.6% |
| All | +16.7% | +86.4% | -69.6% | -26.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling