-46.2%
SFM vs BWA
+54.1%
-100.3%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.7% | -1.9% | -1.2% |
| 7D | -8.8% | -0.1% | -8.7% | -8.7% |
| 30D | -14.5% | -5.5% | -9.0% | -14.6% |
| 3M | -16.8% | -7.6% | -9.2% | -16.9% |
| 6M | -5.3% | +25.0% | -30.3% | -4.2% |
| YTD | -9.4% | +47.0% | -56.3% | -7.3% |
| 1Y | -46.2% | +54.0% | -100.2% | -44.2% |
| All | -46.2% | +54.1% | -100.3% | -44.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling