+439.5%
SN vs BBWI
-35.8%
+475.2%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -3.3% | +5.9% | +3.6% |
| 7D | +7.2% | -6.2% | +13.4% | +9.1% |
| 30D | +20.4% | +19.9% | +0.5% | +14.0% |
| 3M | +23.9% | +7.1% | +16.8% | +20.3% |
| 6M | +93.0% | +13.7% | +79.4% | +82.0% |
| YTD | +99.2% | +9.6% | +89.7% | +87.6% |
| 1Y | +142.6% | -1.6% | +144.2% | +133.4% |
| 3Y | +398.8% | -25.9% | +424.7% | +435.2% |
| All | +439.5% | -35.8% | +475.2% | +449.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling