+128.0%
BP vs SFM
+40.3%
+87.7%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.8% | +4.5% | 0.0% |
| 7D | -11.6% | -1.2% | -10.4% | -11.7% |
| 30D | 0.0% | -24.8% | +24.8% | +2.0% |
| 3M | +6.7% | -43.7% | +50.4% | +11.6% |
| 6M | +2.2% | -37.3% | +39.4% | +5.4% |
| YTD | +33.0% | -38.4% | +71.4% | +37.1% |
| 1Y | +30.7% | -36.9% | +67.6% | +34.4% |
| 3Y | +44.2% | +20.7% | +23.5% | +35.6% |
| 5Y | +105.1% | +103.5% | +1.7% | +78.4% |
| 10Y | +133.5% | +139.7% | -6.2% | +91.9% |
| All | +128.0% | +40.3% | +87.7% | +96.3% |
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 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