-57.4%
BBWI vs SFM
+280.6%
-337.9%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | -3.9% | -2.4% | -5.6% |
| 7D | -4.4% | -7.2% | +2.7% | -3.2% |
| 30D | -7.4% | -14.3% | +6.9% | -5.1% |
| 3M | -2.2% | -13.7% | +11.5% | -0.1% |
| 6M | -16.3% | -6.0% | -10.3% | -15.9% |
| YTD | -9.1% | -8.2% | -0.9% | -8.6% |
| 1Y | -34.5% | -46.2% | +11.7% | -28.8% |
| 3Y | -47.0% | +83.6% | -130.5% | -51.8% |
| 5Y | -68.8% | +212.7% | -281.5% | -74.5% |
| 10Y | -57.4% | +273.0% | -330.4% | -68.1% |
| All | -57.4% | +280.6% | -337.9% | -68.1% |
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