+1,040.9%
BBWI vs SUI
+4,109.4%
-3,068.6%
-88.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.5% | -1.8% | -2.5% |
| 7D | -6.2% | +6.2% | -12.4% | -9.0% |
| 30D | +19.9% | +8.6% | +11.3% | +14.8% |
| 3M | +7.1% | +1.0% | +6.2% | +6.3% |
| 6M | +13.7% | -2.6% | +16.3% | +14.7% |
| YTD | +9.6% | -0.1% | +9.7% | +9.3% |
| 1Y | -1.6% | +0.5% | -2.1% | -2.4% |
| 3Y | -25.9% | +15.3% | -41.1% | -33.0% |
| 5Y | -67.8% | -26.1% | -41.7% | -63.7% |
| 10Y | -43.5% | +117.8% | -161.3% | -62.9% |
| All | +1,040.9% | +4,109.4% | -3,068.6% | +135.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling