+2,285.7%
STM vs BEN
+1,814.3%
+471.4%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +3.5% | -1.6% | -0.1% |
| 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% | -36.8% |
| 6M | +57.4% | +33.9% | +23.5% | +32.6% |
| YTD | +102.2% | +49.0% | +53.2% | +60.2% |
| 1Y | +99.6% | +42.1% | +57.5% | +61.9% |
| 3Y | +14.5% | +51.9% | -37.4% | -12.7% |
| 5Y | +21.4% | +39.0% | -17.7% | -3.3% |
| 10Y | +695.0% | +57.9% | +637.1% | +435.7% |
| All | +2,285.7% | +1,814.3% | +471.4% | +404.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling