+128.9%
SU vs BBWI
-24.0%
+152.8%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.5% | -0.6% | +0.9% |
| 7D | +1.7% | +0.1% | +1.6% | +1.7% |
| 30D | -7.9% | +12.9% | -20.7% | -8.1% |
| 3M | +7.5% | +16.0% | -8.4% | +7.1% |
| 6M | +7.2% | +16.6% | -9.4% | +6.3% |
| YTD | +60.9% | +9.7% | +51.2% | +59.3% |
| 1Y | +63.6% | +1.5% | +62.2% | +62.6% |
| 3Y | +128.9% | -21.4% | +150.2% | +135.8% |
| All | +128.9% | -24.0% | +152.8% | +135.8% |
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