+104.4%
BDX vs SFM
+140.2%
-35.7%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.3% | -0.3% | +0.9% |
| 7D | +2.9% | +6.0% | -3.1% | +2.3% |
| 30D | +15.4% | -19.5% | +34.9% | +17.5% |
| 3M | +20.5% | -37.0% | +57.5% | +25.9% |
| 6M | +53.2% | -41.0% | +94.2% | +60.9% |
| YTD | +45.7% | -34.6% | +80.3% | +50.7% |
| 1Y | +47.3% | -36.3% | +83.5% | +52.7% |
| 3Y | +25.1% | +24.5% | +0.5% | +16.4% |
| 5Y | +27.4% | +115.9% | -88.4% | +8.2% |
| All | +104.4% | +140.2% | -35.7% | +58.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling