+124.3%
BP vs SFM
+132.6%
-8.3%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.9% | -2.3% | +0.3% |
| 7D | +3.9% | -0.1% | +4.0% | +3.9% |
| 30D | +7.6% | -4.4% | +12.0% | +8.0% |
| 3M | +0.7% | +1.5% | -0.8% | +0.3% |
| 6M | +15.5% | +6.5% | +9.0% | +14.2% |
| YTD | +30.8% | +2.2% | +28.7% | +29.8% |
| 1Y | +34.3% | -41.9% | +76.2% | +40.0% |
| 3Y | +35.1% | +106.8% | -71.7% | +21.7% |
| 5Y | +126.8% | +231.6% | -104.7% | +90.0% |
| 10Y | +123.4% | +258.4% | -135.1% | +78.4% |
| All | +124.3% | +132.6% | -8.3% | +85.7% |
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