+300.1%
BB vs SM
+863.1%
-563.0%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.5% | +2.5% | +0.5% |
| 7D | -5.6% | +0.1% | -5.7% | -5.7% |
| 30D | -11.8% | +26.3% | -38.1% | -16.1% |
| 3M | -25.5% | +8.7% | -34.2% | -27.5% |
| 6M | +121.3% | +51.7% | +69.6% | +98.9% |
| YTD | +103.2% | +99.0% | +4.1% | +71.8% |
| 1Y | +102.6% | +34.6% | +68.0% | +84.3% |
| 3Y | +37.5% | -7.8% | +45.3% | +30.1% |
| 5Y | -30.4% | +104.8% | -135.2% | -47.3% |
| 10Y | 0.0% | +7.2% | -7.2% | -43.2% |
| All | +300.1% | +863.1% | -563.0% | -8.6% |
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