+106.1%
BB vs SFM
-36.1%
+142.3%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +3.5% | -0.6% | +3.2% |
| 7D | +7.3% | -7.1% | +14.4% | +6.4% |
| 30D | +11.2% | -21.4% | +32.6% | +9.2% |
| 3M | +4.7% | -40.1% | +44.8% | -2.1% |
| 6M | +51.1% | -38.0% | +89.1% | +42.2% |
| YTD | +148.0% | -36.5% | +184.6% | +128.9% |
| 1Y | +106.1% | -35.2% | +141.3% | +91.3% |
| All | +106.1% | -36.1% | +142.3% | +91.3% |
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