+85.4%
BE vs SFM
-36.8%
+122.2%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +1.3% | -6.3% | -4.8% |
| 7D | +10.8% | +6.0% | +4.8% | +11.4% |
| 30D | -19.8% | -19.5% | -0.3% | -21.2% |
| 3M | -18.7% | -37.0% | +18.3% | -22.4% |
| 6M | -33.7% | -41.0% | +7.3% | -38.1% |
| YTD | +121.0% | -34.6% | +155.6% | +122.1% |
| 1Y | +85.4% | -36.3% | +121.7% | +89.8% |
| All | +85.4% | -36.8% | +122.2% | +89.8% |
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