+1.3%
BBY vs SM
+108.4%
-107.1%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.2% | +3.3% | +3.1% |
| 7D | +0.6% | +4.6% | -4.0% | -0.2% |
| 30D | +9.4% | +18.2% | -8.8% | +6.0% |
| 3M | +19.3% | +22.5% | -3.2% | +14.1% |
| 6M | +47.9% | +50.6% | -2.6% | +33.7% |
| YTD | +39.6% | +108.1% | -68.6% | +17.0% |
| 1Y | +22.2% | +46.0% | -23.8% | +10.2% |
| 3Y | +45.0% | +2.9% | +42.1% | +34.4% |
| All | +1.3% | +108.4% | -107.1% | -17.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling