-66.9%
BBWI vs SUI
-25.9%
-41.0%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +21.7% |
| 3M | +13.2% | +1.6% | +11.6% | +11.8% |
| 6M | +12.1% | -3.5% | +15.6% | +13.6% |
| YTD | +11.1% | -1.0% | +12.1% | +11.2% |
| 1Y | +0.7% | -1.7% | +2.4% | +1.1% |
| 3Y | -23.8% | +18.4% | -42.1% | -33.9% |
| 5Y | -66.9% | -26.3% | -40.6% | -59.8% |
| All | -66.9% | -25.9% | -41.0% | -59.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling