-17.6%
BB vs SM
-13.5%
-4.1%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -2.7% | +8.2% | +5.9% |
| 7D | +15.0% | -22.3% | +37.2% | +18.7% |
| 30D | +3.5% | -21.4% | +24.8% | +6.4% |
| 3M | +2.7% | +1.4% | +1.3% | +1.1% |
| 6M | +44.7% | +0.1% | +44.6% | +41.6% |
| YTD | +143.3% | +59.0% | +84.3% | +115.2% |
| 1Y | +102.2% | +64.3% | +37.8% | +77.1% |
| 3Y | +156.1% | -13.1% | +169.2% | +142.3% |
| 5Y | -17.6% | -13.9% | -3.7% | -23.8% |
| All | -17.6% | -13.5% | -4.1% | -23.8% |
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 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