+52.3%
BDX vs SFM
-35.8%
+88.2%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +3.6% | +1.9% | +5.3% |
| 7D | +7.2% | -12.3% | +19.4% | +7.9% |
| 30D | +15.8% | -16.2% | +32.0% | +17.1% |
| 3M | +23.7% | -36.8% | +60.5% | +28.4% |
| 6M | +44.8% | -32.6% | +77.4% | +49.6% |
| YTD | +39.8% | -31.7% | +71.5% | +44.9% |
| 1Y | +52.3% | -35.0% | +87.3% | +58.5% |
| All | +52.3% | -35.8% | +88.2% | +58.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling