+387.2%
BE vs SFM
+105.4%
+281.8%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -4.8% | +8.3% | +4.0% |
| 7D | -14.7% | -1.2% | -13.5% | -14.7% |
| 30D | -40.5% | -24.8% | -15.8% | -38.6% |
| 3M | -24.3% | -43.7% | +19.4% | -18.6% |
| 6M | -39.3% | -37.3% | -2.1% | -36.2% |
| YTD | +99.4% | -38.4% | +137.7% | +108.2% |
| 1Y | +26.6% | -36.9% | +63.5% | +31.4% |
| 3Y | +1,616.9% | +20.7% | +1,596.3% | +1,490.7% |
| All | +387.2% | +105.4% | +281.8% | +374.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling