+1,079.3%
BBWI vs SUI
+4,171.7%
-3,092.4%
-88.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | +0.7% | -6.9% | -6.6% |
| 7D | -3.1% | +8.8% | -11.8% | -7.2% |
| 30D | +23.1% | +8.9% | +14.2% | +17.7% |
| 3M | +7.3% | +2.0% | +5.3% | +5.9% |
| 6M | +22.6% | -0.6% | +23.2% | +22.4% |
| YTD | +13.3% | +1.3% | +11.9% | +12.1% |
| 1Y | -2.6% | +1.3% | -3.8% | -3.7% |
| 3Y | -25.9% | +16.3% | -42.2% | -33.3% |
| 5Y | -66.7% | -25.1% | -41.7% | -62.8% |
| 10Y | -41.6% | +121.1% | -162.6% | -61.9% |
| All | +1,079.3% | +4,171.7% | -3,092.4% | +141.8% |
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 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