+103.9%
BP vs SFM
+105.4%
-1.5%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.8% | +4.5% | -0.2% |
| 7D | -11.6% | -1.2% | -10.4% | -11.6% |
| 30D | 0.0% | -24.8% | +24.8% | +1.1% |
| 3M | +6.7% | -43.7% | +50.4% | +9.5% |
| 6M | +2.2% | -37.3% | +39.4% | +3.9% |
| YTD | +33.0% | -38.4% | +71.4% | +35.3% |
| 1Y | +30.7% | -36.9% | +67.6% | +32.8% |
| 3Y | +44.2% | +20.7% | +23.5% | +38.9% |
| All | +103.9% | +105.4% | -1.5% | +84.6% |
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