-66.7%
BBWI vs SFM
+219.5%
-286.2%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -6.5% | +3.4% | -2.1% |
| 7D | +1.6% | -5.8% | +7.4% | +2.6% |
| 30D | -6.2% | -11.4% | +5.1% | -4.5% |
| 3M | +4.3% | -12.2% | +16.5% | +6.2% |
| 6M | -7.2% | -5.2% | -2.0% | -7.0% |
| YTD | -3.0% | -4.5% | +1.4% | -3.2% |
| 1Y | -30.8% | -45.4% | +14.6% | -25.2% |
| 3Y | -43.4% | +91.1% | -134.5% | -46.1% |
| 5Y | -66.7% | +226.8% | -293.5% | -71.1% |
| All | -66.7% | +219.5% | -286.2% | -71.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling