+133.9%
BP vs SFM
+280.6%
-146.7%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -3.9% | +5.7% | +2.1% |
| 7D | +4.0% | -7.2% | +11.2% | +4.6% |
| 30D | +7.8% | -14.3% | +22.2% | +9.1% |
| 3M | +8.4% | -13.7% | +22.1% | +9.4% |
| 6M | +15.1% | -6.0% | +21.1% | +15.1% |
| YTD | +36.4% | -8.2% | +44.6% | +36.6% |
| 1Y | +40.9% | -46.2% | +87.1% | +47.1% |
| 3Y | +38.8% | +83.6% | -44.7% | +27.4% |
| 5Y | +141.1% | +212.7% | -71.6% | +105.3% |
| 10Y | +133.9% | +273.0% | -139.1% | +88.5% |
| All | +133.9% | +280.6% | -146.7% | +88.5% |
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 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