+156.1%
BB vs SM
-14.2%
+170.3%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -2.7% | +8.2% | +5.7% |
| 7D | +15.0% | -22.3% | +37.2% | +17.3% |
| 30D | +3.5% | -21.4% | +24.8% | +5.3% |
| 3M | +2.7% | +1.4% | +1.3% | +1.2% |
| 6M | +44.7% | +0.1% | +44.6% | +42.0% |
| YTD | +143.3% | +59.0% | +84.3% | +117.2% |
| 1Y | +102.2% | +64.3% | +37.8% | +78.8% |
| 3Y | +156.1% | -13.1% | +169.2% | +130.4% |
| All | +156.1% | -14.2% | +170.3% | +130.4% |
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