+152.8%
BB vs SFM
+27.3%
+125.5%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.3% | -3.8% | -2.5% |
| 7D | +1.8% | +6.0% | -4.2% | +1.6% |
| 30D | +8.1% | -19.5% | +27.6% | +9.0% |
| 3M | -1.0% | -37.0% | +36.0% | +0.5% |
| 6M | +45.9% | -41.0% | +86.9% | +48.5% |
| YTD | +134.8% | -34.6% | +169.5% | +136.0% |
| 1Y | +104.6% | -36.3% | +140.9% | +105.9% |
| 3Y | +152.8% | +24.5% | +128.3% | +129.7% |
| All | +152.8% | +27.3% | +125.5% | +129.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling