-0.7%
BBY vs SFM
+116.0%
-116.7%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.3% | -0.7% | +0.4% |
| 7D | +4.5% | +6.0% | -1.6% | +3.4% |
| 30D | +16.8% | -19.5% | +36.3% | +20.3% |
| 3M | +23.2% | -37.0% | +60.2% | +32.6% |
| 6M | +91.9% | -41.0% | +132.9% | +107.8% |
| YTD | +61.6% | -34.6% | +96.3% | +70.4% |
| 1Y | +43.9% | -36.3% | +80.1% | +52.4% |
| 3Y | +88.6% | +24.5% | +64.1% | +60.9% |
| All | -0.7% | +116.0% | -116.7% | -34.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling