-28.9%
BB vs SFM
+230.0%
-258.9%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.9% | -2.9% | -0.3% |
| 7D | -5.6% | -0.1% | -5.6% | -5.6% |
| 30D | -11.8% | -4.4% | -7.4% | -11.6% |
| 3M | -25.5% | +1.5% | -27.1% | -26.2% |
| 6M | +121.3% | +6.5% | +114.8% | +116.6% |
| YTD | +103.2% | +2.2% | +101.0% | +99.8% |
| 1Y | +102.6% | -41.9% | +144.5% | +118.5% |
| 3Y | +37.5% | +106.8% | -69.3% | +14.7% |
| All | -28.9% | +230.0% | -258.9% | -46.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling