+0.7%
BBWI vs SUI
-2.0%
+2.7%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.9% | +0.4% | 0.0% |
| 7D | -4.2% | +3.4% | -7.7% | -6.0% |
| 30D | +24.9% | +4.6% | +20.3% | +21.4% |
| 3M | +13.2% | +1.6% | +11.6% | +11.2% |
| 6M | +12.1% | -3.5% | +15.6% | +13.3% |
| YTD | +11.1% | -1.0% | +12.1% | +12.2% |
| 1Y | +0.7% | -1.7% | +2.4% | +1.1% |
| All | +0.7% | -2.0% | +2.7% | +1.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling