+106.7%
BB vs SM
+46.0%
+60.6%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.6% | -2.1% | -1.5% |
| 7D | +1.8% | -0.2% | +2.1% | +1.8% |
| 30D | -12.2% | +20.3% | -32.5% | -11.5% |
| 3M | -12.3% | +22.9% | -35.3% | -10.8% |
| 6M | +122.7% | +47.8% | +74.9% | +125.0% |
| YTD | +104.5% | +107.5% | -3.0% | +105.3% |
| 1Y | +106.7% | +51.7% | +54.9% | +112.3% |
| All | +106.7% | +46.0% | +60.6% | +112.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 SM 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