-32.7%
BBWI vs SFM
+132.6%
-165.3%
-88.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +2.9% | 0.0% | +2.4% |
| 7D | +1.5% | -0.1% | +1.6% | +1.5% |
| 30D | -5.2% | -4.4% | -0.8% | -4.7% |
| 3M | +11.1% | +1.5% | +9.6% | +10.5% |
| 6M | -13.4% | +6.5% | -19.8% | -14.8% |
| YTD | +0.1% | +2.2% | -2.1% | -1.1% |
| 1Y | -36.1% | -41.9% | +5.8% | -31.5% |
| 3Y | -44.1% | +106.8% | -150.9% | -50.4% |
| 5Y | -66.2% | +231.6% | -297.8% | -72.8% |
| 10Y | -54.8% | +258.4% | -313.2% | -65.5% |
| All | -32.7% | +132.6% | -165.3% | -43.3% |
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 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