+226.8%
SFM vs BWA
+88.6%
+138.2%
-63.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -1.9% | -4.6% | -6.3% |
| 7D | -5.8% | +4.3% | -10.1% | -6.3% |
| 30D | -11.4% | -2.9% | -8.5% | -11.1% |
| 3M | -12.2% | -12.4% | +0.2% | -10.9% |
| 6M | -5.2% | +28.6% | -33.7% | -8.6% |
| YTD | -4.5% | +48.2% | -52.7% | -10.6% |
| 1Y | -45.4% | +50.9% | -96.3% | -49.2% |
| 3Y | +91.1% | +72.2% | +18.9% | +69.3% |
| 5Y | +226.8% | +91.1% | +135.7% | +183.6% |
| All | +226.8% | +88.6% | +138.2% | +183.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling