+128.6%
BP vs SFM
+230.0%
-101.4%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.9% | -2.3% | +0.4% |
| 7D | +3.9% | -0.1% | +4.0% | +3.9% |
| 30D | +7.6% | -4.4% | +12.0% | +7.8% |
| 3M | +0.7% | +1.5% | -0.8% | +0.5% |
| 6M | +15.5% | +6.5% | +9.0% | +14.8% |
| YTD | +30.8% | +2.2% | +28.7% | +30.2% |
| 1Y | +34.3% | -41.9% | +76.2% | +37.7% |
| 3Y | +35.1% | +106.8% | -71.7% | +27.4% |
| All | +128.6% | +230.0% | -101.4% | +109.3% |
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