-48.5%
BBWI vs SFM
+137.0%
-185.4%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +1.6% | -4.6% | -3.2% |
| 7D | -4.5% | -0.4% | -4.1% | -4.5% |
| 30D | +17.1% | -19.2% | +36.3% | +20.3% |
| 3M | +17.5% | -40.3% | +57.8% | +26.6% |
| 6M | +12.8% | -40.9% | +53.7% | +21.4% |
| YTD | +8.2% | -35.5% | +43.7% | +14.2% |
| 1Y | -1.8% | -37.4% | +35.6% | +4.2% |
| 3Y | -25.8% | +25.5% | -51.2% | -28.7% |
| 5Y | -68.0% | +113.0% | -181.0% | -72.2% |
| All | -48.5% | +137.0% | -185.4% | -56.4% |
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