+273.0%
SFM vs BWA
+142.7%
+130.3%
-63.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -1.5% | -2.4% | -3.7% |
| 7D | -7.2% | +0.1% | -7.3% | -7.2% |
| 30D | -14.3% | -5.6% | -8.8% | -13.6% |
| 3M | -13.7% | -10.7% | -3.0% | -12.4% |
| 6M | -6.0% | +23.2% | -29.2% | -9.9% |
| YTD | -8.2% | +46.0% | -54.2% | -15.3% |
| 1Y | -46.2% | +51.2% | -97.4% | -50.9% |
| 3Y | +83.6% | +69.6% | +14.0% | +60.9% |
| 5Y | +212.7% | +86.6% | +126.1% | +164.1% |
| 10Y | +273.0% | +152.3% | +120.7% | +188.9% |
| All | +273.0% | +142.7% | +130.3% | +188.9% |
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