+155.9%
SO vs BBWI
-56.0%
+211.8%
-38.4%
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% | +1.2% |
| 7D | +1.0% | +1.6% | -0.5% | +0.9% |
| 30D | -3.2% | -6.2% | +3.0% | -2.9% |
| 3M | -1.7% | +4.3% | -6.0% | -2.2% |
| 6M | -7.2% | -7.2% | 0.0% | -7.2% |
| YTD | +4.6% | -3.0% | +7.6% | +4.0% |
| 1Y | +1.2% | -30.8% | +32.0% | +2.6% |
| 3Y | +45.3% | -43.4% | +88.7% | +46.8% |
| 5Y | +58.7% | -66.7% | +125.4% | +64.6% |
| 10Y | +155.9% | -55.7% | +211.5% | +121.6% |
| All | +155.9% | -56.0% | +211.8% | +121.6% |
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 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