+246.5%
BBY vs SM
+23.0%
+223.6%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.2% | +3.3% | +3.1% |
| 7D | +0.6% | +4.6% | -4.0% | +0.1% |
| 30D | +9.4% | +18.2% | -8.8% | +7.2% |
| 3M | +19.3% | +22.5% | -3.2% | +16.0% |
| 6M | +47.9% | +50.6% | -2.6% | +39.2% |
| YTD | +39.6% | +108.1% | -68.6% | +26.0% |
| 1Y | +22.2% | +46.0% | -23.8% | +14.8% |
| 3Y | +45.0% | +2.9% | +42.1% | +39.7% |
| 5Y | +2.6% | +112.6% | -110.0% | -10.3% |
| All | +246.5% | +23.0% | +223.6% | +139.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling