-45.3%
BBWI vs SFM
+138.5%
-183.8%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.4% | +0.9% | -0.3% |
| 7D | -4.2% | -6.9% | +2.7% | -3.1% |
| 30D | +24.9% | -25.0% | +49.8% | +29.8% |
| 3M | +13.2% | -42.7% | +55.9% | +22.8% |
| 6M | +12.1% | -41.0% | +53.1% | +20.7% |
| YTD | +11.1% | -38.7% | +49.7% | +18.3% |
| 1Y | +0.7% | -38.1% | +38.8% | +7.2% |
| 3Y | -23.8% | +19.3% | -43.1% | -26.2% |
| 5Y | -66.9% | +103.1% | -170.0% | -71.1% |
| 10Y | -45.3% | +131.1% | -176.4% | -54.3% |
| All | -45.3% | +138.5% | -183.8% | -54.3% |
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 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