+133.6%
SFM vs BWA
+94.2%
+39.4%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.2% | +1.5% | +1.4% |
| 7D | +6.0% | +4.3% | +1.8% | +5.3% |
| 30D | -19.5% | -13.0% | -6.5% | -17.5% |
| 3M | -37.0% | -24.8% | -12.2% | -34.2% |
| 6M | -41.0% | -23.5% | -17.5% | -38.7% |
| YTD | -34.6% | +13.8% | -48.5% | -37.3% |
| 1Y | -36.3% | +13.4% | -49.7% | -38.9% |
| 3Y | +24.5% | +62.8% | -38.2% | +9.6% |
| 5Y | +115.9% | +28.5% | +87.4% | +94.7% |
| All | +133.6% | +94.2% | +39.4% | +84.3% |
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