+379.1%
BB vs SM
+669.1%
-290.0%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -2.7% | +8.2% | +6.0% |
| 7D | +15.0% | -22.3% | +37.2% | +20.2% |
| 30D | +3.5% | -21.4% | +24.8% | +7.7% |
| 3M | +2.7% | +1.4% | +1.3% | +1.0% |
| 6M | +44.7% | +0.1% | +44.6% | +41.2% |
| YTD | +143.3% | +59.0% | +84.3% | +112.9% |
| 1Y | +102.2% | +64.3% | +37.8% | +75.2% |
| 3Y | +156.1% | -13.1% | +169.2% | +143.4% |
| 5Y | -17.6% | -13.9% | -3.7% | -25.7% |
| 10Y | +29.0% | +1.7% | +27.3% | -26.9% |
| All | +379.1% | +669.1% | -290.0% | +13.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling