-54.6%
BBWI vs SUI
+108.4%
-163.0%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.3% | +3.2% | +3.1% |
| 7D | +1.5% | -2.8% | +4.3% | +3.2% |
| 30D | -5.2% | -1.2% | -4.0% | -4.7% |
| 3M | +11.1% | -1.7% | +12.9% | +11.6% |
| 6M | -13.4% | -10.5% | -2.9% | -7.7% |
| YTD | +0.1% | -1.8% | +1.9% | +0.9% |
| 1Y | -36.1% | -4.1% | -32.0% | -35.0% |
| 3Y | -44.1% | +11.3% | -55.4% | -49.7% |
| 5Y | -66.2% | -32.1% | -34.1% | -58.8% |
| All | -54.6% | +108.4% | -163.0% | -61.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SUI.
Daily Out/Under-Performance
Portfolio return minus SUI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SUI 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 SUI 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