-67.7%
BBWI vs SUI
-26.3%
-41.4%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.5% | -1.8% | -2.5% |
| 7D | -6.2% | +6.2% | -12.4% | -9.2% |
| 30D | +19.9% | +8.6% | +11.3% | +14.5% |
| 3M | +7.1% | +1.0% | +6.2% | +6.2% |
| 6M | +13.7% | -2.6% | +16.3% | +14.6% |
| YTD | +9.6% | -0.1% | +9.7% | +9.2% |
| 1Y | -1.6% | +0.5% | -2.1% | -2.5% |
| 3Y | -25.9% | +15.3% | -41.1% | -34.5% |
| All | -67.7% | -26.3% | -41.4% | -60.7% |
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