+102.9%
SFM vs BWA
+91.1%
+11.8%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.8% | +0.1% | +2.4% |
| 7D | -0.1% | +5.7% | -5.7% | -1.1% |
| 30D | -4.4% | +1.4% | -5.8% | -4.8% |
| 3M | +1.5% | -12.1% | +13.6% | +3.6% |
| 6M | +6.5% | +28.6% | -22.1% | +0.6% |
| YTD | +2.2% | +51.1% | -48.9% | -7.4% |
| 1Y | -41.9% | +55.9% | -97.8% | -47.9% |
| 3Y | +106.8% | +70.1% | +36.6% | +78.4% |
| 5Y | +231.6% | +90.7% | +140.9% | +173.2% |
| 10Y | +258.4% | +154.0% | +104.5% | +158.1% |
| All | +102.9% | +91.1% | +11.8% | +55.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling