+87.6%
BB vs SFM
-35.8%
+123.4%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | +3.6% | +3.3% | +7.4% |
| 7D | -6.8% | -12.3% | +5.4% | -7.3% |
| 30D | -3.5% | -16.2% | +12.7% | -4.7% |
| 3M | -1.2% | -36.8% | +35.6% | -6.9% |
| 6M | +57.0% | -32.6% | +89.6% | +49.2% |
| YTD | +131.1% | -31.7% | +162.9% | +115.9% |
| 1Y | +87.6% | -35.0% | +122.6% | +73.5% |
| All | +87.6% | -35.8% | +123.4% | +73.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 1y: compounded portfolio wealth divided by compounded SFM 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…
1y analysis · Full analysis span regression · 6 months rolling