+246.5%
BBY vs SFM
+271.4%
-24.9%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.8% | +2.3% | +2.9% |
| 7D | +0.6% | -10.6% | +11.2% | +3.0% |
| 30D | +9.4% | -15.5% | +24.9% | +13.3% |
| 3M | +19.3% | -17.4% | +36.8% | +23.7% |
| 6M | +47.9% | -3.4% | +51.4% | +46.9% |
| YTD | +39.6% | -8.7% | +48.2% | +40.0% |
| 1Y | +22.2% | -47.2% | +69.4% | +37.6% |
| 3Y | +45.0% | +82.7% | -37.7% | +15.9% |
| 5Y | +2.6% | +214.3% | -211.7% | -31.2% |
| All | +246.5% | +271.4% | -24.9% | +110.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 10y: compounded portfolio wealth divided by compounded SFM 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…
10y analysis · Full analysis span regression · 6 months rolling