-41.9%
SFM vs NWSA
+5.5%
-47.4%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.8% | +4.7% | +3.0% |
| 7D | -0.1% | -1.9% | +1.8% | 0.0% |
| 30D | -4.4% | +4.6% | -8.9% | -4.6% |
| 3M | +1.5% | +13.2% | -11.7% | +0.2% |
| 6M | +6.5% | +27.0% | -20.5% | +5.0% |
| YTD | +2.2% | +16.8% | -14.7% | +2.3% |
| 1Y | -41.9% | +4.5% | -46.4% | -41.8% |
| All | -41.9% | +5.5% | -47.4% | -41.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA 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 NWSA 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