+1,008.9%
BE vs SFM
+256.5%
+752.4%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | -6.5% | +16.1% | +10.8% |
| 7D | +29.8% | -5.8% | +35.6% | +31.0% |
| 30D | +26.4% | -11.4% | +37.7% | +28.9% |
| 3M | +9.3% | -12.2% | +21.5% | +11.4% |
| 6M | +105.1% | -5.2% | +110.2% | +104.2% |
| YTD | +219.0% | -4.5% | +223.5% | +215.2% |
| 1Y | +418.8% | -45.4% | +464.1% | +473.0% |
| 3Y | +1,784.6% | +91.1% | +1,693.5% | +1,505.7% |
| 5Y | +1,251.0% | +226.8% | +1,024.2% | +906.5% |
| All | +1,008.9% | +256.5% | +752.4% | +721.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling