-24.3%
BB vs SM
+111.2%
-135.5%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +3.6% | -1.4% | +1.6% |
| 7D | +0.5% | -0.2% | +0.7% | +0.5% |
| 30D | -12.4% | +31.5% | -43.9% | -16.2% |
| 3M | -15.3% | +17.3% | -32.6% | -18.0% |
| 6M | +128.8% | +48.5% | +80.3% | +110.2% |
| YTD | +107.7% | +106.3% | +1.4% | +78.4% |
| 1Y | +103.9% | +47.3% | +56.6% | +86.0% |
| 3Y | +72.6% | -1.4% | +74.0% | +62.3% |
| 5Y | -24.3% | +114.0% | -138.3% | -43.7% |
| All | -24.3% | +111.2% | -135.5% | -43.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling