-25.3%
BBWI vs SFM
+39.6%
-65.0%
-88.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +29.7% |
| 3M | +13.2% | -42.7% | +55.9% | +22.7% |
| 6M | +12.1% | -41.0% | +53.1% | +20.6% |
| YTD | +11.1% | -38.7% | +49.7% | +18.2% |
| 1Y | +0.7% | -38.1% | +38.8% | +7.1% |
| 3Y | -23.8% | +19.3% | -43.1% | -26.8% |
| 5Y | -66.9% | +103.1% | -170.0% | -71.4% |
| 10Y | -45.3% | +131.1% | -176.4% | -55.5% |
| All | -25.3% | +39.6% | -65.0% | -32.2% |
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