+71.0%
SU vs BBWI
-2.0%
+73.1%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -6.2% | +2.1% | -4.7% |
| 7D | -11.0% | -3.1% | -8.0% | -11.3% |
| 30D | +1.2% | +23.1% | -21.9% | +3.4% |
| 3M | +10.6% | +7.3% | +3.3% | +11.8% |
| 6M | +0.5% | +22.6% | -22.2% | +2.9% |
| YTD | +58.9% | +13.3% | +45.7% | +62.7% |
| 1Y | +71.0% | -2.6% | +73.6% | +75.6% |
| All | +71.0% | -2.0% | +73.1% | +75.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling