+432.7%
SN vs BBWI
-36.6%
+469.3%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.9% | 0.0% | -2.1% |
| 7D | +1.4% | -4.5% | +5.9% | +2.7% |
| 30D | +16.6% | +17.1% | -0.5% | +11.2% |
| 3M | +18.3% | +17.5% | +0.8% | +11.7% |
| 6M | +103.1% | +12.8% | +90.2% | +91.9% |
| YTD | +96.7% | +8.2% | +88.6% | +86.0% |
| 1Y | +134.3% | -1.8% | +136.1% | +125.5% |
| 3Y | +425.2% | -25.8% | +451.0% | +465.2% |
| All | +432.7% | -36.6% | +469.3% | +444.9% |
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