+40.6%
BBY vs SM
-1.2%
+41.8%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.6% | -2.0% | -1.6% |
| 7D | +1.2% | -0.2% | +1.4% | +1.2% |
| 30D | +6.8% | +20.3% | -13.5% | +2.6% |
| 3M | +18.7% | +22.9% | -4.2% | +12.7% |
| 6M | +37.3% | +47.8% | -10.5% | +21.8% |
| YTD | +35.3% | +107.5% | -72.2% | +7.7% |
| 1Y | +20.7% | +51.7% | -31.1% | +5.3% |
| All | +40.6% | -1.2% | +41.8% | +23.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling