+54.1%
SO vs BBWI
-24.0%
+78.1%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.5% | -0.3% | +1.2% |
| 7D | +1.4% | +0.1% | +1.2% | +1.4% |
| 30D | +4.7% | +12.9% | -8.2% | +4.5% |
| 3M | +1.7% | +16.0% | -14.3% | +1.5% |
| 6M | +2.2% | +16.6% | -14.5% | +1.9% |
| YTD | +10.0% | +9.7% | +0.2% | +9.7% |
| 1Y | +6.0% | +1.5% | +4.6% | +5.9% |
| 3Y | +54.1% | -21.4% | +75.5% | +54.1% |
| All | +54.1% | -24.0% | +78.1% | +54.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling