+106.7%
BB vs SFM
-47.5%
+154.2%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.9% | +2.4% | -2.0% |
| 7D | +1.8% | -7.2% | +9.0% | +0.9% |
| 30D | -12.2% | -14.3% | +2.1% | -13.8% |
| 3M | -12.3% | -13.7% | +1.4% | -13.8% |
| 6M | +122.7% | -6.0% | +128.7% | +120.7% |
| YTD | +104.5% | -8.2% | +112.7% | +102.1% |
| 1Y | +106.7% | -46.2% | +152.9% | +65.7% |
| All | +106.7% | -47.5% | +154.2% | +65.7% |
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