+64.5%
BB vs SM
-6.8%
+71.3%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.5% | +2.5% | +0.3% |
| 7D | -5.6% | +0.1% | -5.7% | -5.7% |
| 30D | -11.8% | +26.3% | -38.1% | -14.0% |
| 3M | -25.5% | +8.7% | -34.2% | -26.2% |
| 6M | +121.3% | +51.7% | +69.6% | +106.9% |
| YTD | +103.2% | +99.0% | +4.1% | +81.2% |
| 1Y | +102.6% | +34.6% | +68.0% | +92.8% |
| All | +64.5% | -6.8% | +71.3% | +50.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling