+131.1%
SFM vs BWA
+95.2%
+35.8%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.9% | +0.5% | -1.1% |
| 7D | -6.9% | -2.4% | -4.5% | -6.6% |
| 30D | -25.0% | -17.7% | -7.3% | -22.5% |
| 3M | -42.7% | -27.0% | -15.7% | -39.9% |
| 6M | -41.0% | -17.3% | -23.7% | -39.6% |
| YTD | -38.7% | +12.9% | -51.5% | -41.1% |
| 1Y | -38.1% | +12.9% | -51.0% | -40.6% |
| 3Y | +19.3% | +62.1% | -42.8% | +5.1% |
| 5Y | +103.1% | +30.7% | +72.4% | +82.6% |
| 10Y | +131.1% | +89.2% | +41.9% | +91.8% |
| All | +131.1% | +95.2% | +35.8% | +91.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA 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 10y: compounded portfolio wealth divided by compounded BWA 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…
10y analysis · Full analysis span regression · 6 months rolling