-15.7%
STM vs BEN
+19.4%
-35.2%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +4.7% | -0.3% | +1.1% |
| 7D | -10.7% | +6.6% | -17.3% | -14.6% |
| 30D | -25.7% | +3.8% | -29.6% | -27.6% |
| 3M | -21.6% | +0.2% | -21.8% | -21.7% |
| 6M | -27.8% | +10.4% | -38.2% | -32.8% |
| YTD | +61.8% | +46.2% | +15.6% | +22.6% |
| 1Y | +78.1% | +52.3% | +25.8% | +30.9% |
| 3Y | +4.9% | +65.9% | -61.0% | -31.9% |
| All | -15.7% | +19.4% | -35.2% | -33.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling