-0.8%
BB vs SFM
+268.6%
-269.3%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.2% | -1.5% | -2.5% |
| 7D | -2.1% | -8.8% | +6.7% | -0.8% |
| 30D | -16.0% | -14.5% | -1.6% | -14.3% |
| 3M | -14.5% | -16.8% | +2.3% | -12.7% |
| 6M | +118.6% | -5.3% | +123.9% | +116.7% |
| YTD | +98.9% | -9.4% | +108.3% | +98.3% |
| 1Y | +99.5% | -46.2% | +145.6% | +117.3% |
| 3Y | +65.4% | +81.3% | -15.9% | +38.0% |
| 5Y | -27.6% | +211.9% | -239.5% | -47.5% |
| All | -0.8% | +268.6% | -269.3% | -33.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling