+272.7%
SFM vs NWSA
+148.8%
+123.9%
-63.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.8% | -0.5% | -1.1% |
| 7D | -8.8% | -4.8% | -4.0% | -7.7% |
| 30D | -14.5% | +3.0% | -17.4% | -15.1% |
| 3M | -16.8% | +9.3% | -26.1% | -18.8% |
| 6M | -5.3% | +23.2% | -28.5% | -10.4% |
| YTD | -9.4% | +13.3% | -22.7% | -12.6% |
| 1Y | -46.2% | +2.9% | -49.1% | -47.0% |
| 3Y | +81.3% | +43.3% | +37.9% | +64.0% |
| 5Y | +211.9% | +40.9% | +171.0% | +177.5% |
| All | +272.7% | +148.8% | +123.9% | +161.3% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling