+942.1%
BBWI vs SUI
+4,037.5%
-3,095.4%
-88.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.3% | +3.2% | +3.0% |
| 7D | +1.5% | -2.8% | +4.3% | +3.0% |
| 30D | -5.2% | -1.2% | -4.0% | -4.8% |
| 3M | +11.1% | -1.7% | +12.9% | +11.6% |
| 6M | -13.4% | -10.5% | -2.9% | -8.5% |
| YTD | +0.1% | -1.8% | +1.9% | +0.9% |
| 1Y | -36.1% | -4.1% | -32.0% | -35.1% |
| 3Y | -44.1% | +11.3% | -55.4% | -48.5% |
| 5Y | -66.2% | -32.1% | -34.1% | -60.3% |
| 10Y | -54.8% | +110.4% | -165.2% | -69.8% |
| All | +942.1% | +4,037.5% | -3,095.4% | +117.5% |
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