+455.3%
SN vs BBWI
-34.6%
+489.9%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.9% | +1.1% | +2.4% |
| 7D | +7.6% | -6.2% | +13.8% | +9.6% |
| 30D | +24.1% | +25.5% | -1.4% | +16.0% |
| 3M | +23.7% | +8.0% | +15.7% | +19.8% |
| 6M | +105.5% | +12.7% | +92.8% | +94.5% |
| YTD | +105.1% | +11.6% | +93.5% | +92.1% |
| 1Y | +148.3% | -0.9% | +149.2% | +138.5% |
| 3Y | +438.7% | -22.7% | +461.4% | +473.8% |
| All | +455.3% | -34.6% | +489.9% | +462.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 10y: compounded portfolio wealth divided by compounded BBWI 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…
10y analysis · Full analysis span regression · 6 months rolling