+15.7%
STM vs BEN
+52.7%
-36.9%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +3.5% | -1.6% | -0.2% |
| 7D | +5.8% | +0.2% | +5.6% | +5.6% |
| 30D | -1.0% | -0.5% | -0.5% | -0.8% |
| 3M | -33.3% | +9.7% | -43.0% | -37.0% |
| 6M | +57.4% | +33.9% | +23.5% | +31.1% |
| YTD | +102.2% | +49.0% | +53.2% | +58.1% |
| 1Y | +99.6% | +42.1% | +57.5% | +59.8% |
| All | +15.7% | +52.7% | -36.9% | -21.2% |
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