+125.4%
SU vs BBWI
-48.6%
+174.0%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.5% | +1.3% | -0.1% |
| 7D | +1.7% | -8.0% | +9.7% | +1.9% |
| 30D | +9.6% | -6.6% | +16.3% | +9.8% |
| 3M | +11.7% | -2.7% | +14.4% | +11.3% |
| 6M | +21.9% | -12.8% | +34.7% | +22.1% |
| YTD | +58.6% | -10.5% | +69.1% | +57.9% |
| 1Y | +66.5% | -35.3% | +101.9% | +70.3% |
| All | +125.4% | -48.6% | +174.0% | +132.7% |
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