-0.5%
BBY vs SFM
+212.1%
-212.6%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.2% | +1.3% | +0.3% |
| 7D | +0.7% | -8.8% | +9.4% | +2.4% |
| 30D | +5.8% | -14.5% | +20.2% | +8.7% |
| 3M | +18.0% | -16.8% | +34.8% | +21.5% |
| 6M | +39.8% | -5.3% | +45.2% | +39.4% |
| YTD | +35.4% | -9.4% | +44.8% | +35.9% |
| 1Y | +21.4% | -46.2% | +67.6% | +34.3% |
| 3Y | +39.5% | +81.3% | -41.7% | +11.8% |
| 5Y | -0.5% | +211.9% | -212.4% | -34.0% |
| All | -0.5% | +212.1% | -212.6% | -34.0% |
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