+323.8%
SN vs BBWI
-43.2%
+366.9%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -3.1% | +4.1% | +1.9% |
| 7D | +0.1% | +1.6% | -1.4% | -0.4% |
| 30D | -5.6% | -6.2% | +0.6% | -4.2% |
| 3M | +48.1% | +4.3% | +43.7% | +44.6% |
| 6M | +57.6% | -7.2% | +64.8% | +57.6% |
| YTD | +56.5% | -3.0% | +59.5% | +53.6% |
| 1Y | +52.6% | -30.8% | +83.3% | +65.6% |
| 3Y | +412.0% | -43.4% | +455.4% | +440.5% |
| All | +323.8% | -43.2% | +366.9% | +350.0% |
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