+70.1%
SU vs BBWI
-34.3%
+104.4%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.8% | -4.2% | -1.1% |
| 7D | +2.9% | +1.5% | +1.4% | +3.0% |
| 30D | +7.2% | -5.2% | +12.4% | +6.8% |
| 3M | +2.8% | +11.1% | -8.3% | +3.4% |
| 6M | +18.2% | -13.4% | +31.6% | +20.1% |
| YTD | +54.0% | +0.1% | +53.9% | +54.9% |
| 1Y | +70.1% | -36.1% | +106.2% | +78.0% |
| All | +70.1% | -34.3% | +104.4% | +78.0% |
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