-25.0%
BBWI vs SFM
+41.7%
-66.6%
-88.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.0% | +0.9% | +1.7% |
| 7D | -6.2% | -10.2% | +4.1% | -4.5% |
| 30D | +25.5% | -23.9% | +49.4% | +30.1% |
| 3M | +8.0% | -42.3% | +50.2% | +16.9% |
| 6M | +12.7% | -40.1% | +52.8% | +20.9% |
| YTD | +11.6% | -37.8% | +49.4% | +18.5% |
| 1Y | -0.9% | -37.1% | +36.2% | +5.1% |
| 3Y | -22.7% | +21.5% | -44.2% | -26.0% |
| 5Y | -67.2% | +103.8% | -171.0% | -71.6% |
| 10Y | -43.7% | +142.0% | -185.7% | -54.5% |
| All | -25.0% | +41.7% | -66.6% | -32.0% |
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