-12.1%
BB vs SFM
+132.6%
-144.7%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.9% | -2.9% | -0.4% |
| 7D | -5.6% | -0.1% | -5.6% | -5.6% |
| 30D | -11.8% | -4.4% | -7.4% | -11.5% |
| 3M | -25.5% | +1.5% | -27.1% | -26.3% |
| 6M | +121.3% | +6.5% | +114.8% | +115.6% |
| YTD | +103.2% | +2.2% | +101.0% | +99.0% |
| 1Y | +102.6% | -41.9% | +144.5% | +117.9% |
| 3Y | +37.5% | +106.8% | -69.3% | +14.0% |
| 5Y | -30.4% | +231.6% | -262.0% | -48.6% |
| 10Y | 0.0% | +258.4% | -258.4% | -28.4% |
| All | -12.1% | +132.6% | -144.7% | -36.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling