+140.1%
BP vs SFM
+137.0%
+3.1%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.6% | -0.4% | +1.1% |
| 7D | +2.5% | -0.4% | +2.9% | +2.5% |
| 30D | -5.6% | -19.2% | +13.6% | -4.4% |
| 3M | +8.0% | -40.3% | +48.3% | +11.9% |
| 6M | +5.7% | -40.9% | +46.5% | +9.4% |
| YTD | +36.8% | -35.5% | +72.3% | +40.2% |
| 1Y | +30.7% | -37.4% | +68.1% | +34.2% |
| 3Y | +51.6% | +25.5% | +26.1% | +42.6% |
| 5Y | +112.2% | +113.0% | -0.8% | +85.1% |
| All | +140.1% | +137.0% | +3.1% | +99.4% |
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