+277.4%
SFM vs NWSA
+150.8%
+126.6%
-63.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.4% | -3.6% | -3.9% |
| 7D | -7.2% | -3.1% | -4.1% | -6.5% |
| 30D | -14.3% | +4.3% | -18.6% | -15.2% |
| 3M | -13.7% | +9.2% | -23.0% | -15.8% |
| 6M | -6.0% | +21.6% | -27.6% | -10.8% |
| YTD | -8.2% | +14.2% | -22.5% | -11.7% |
| 1Y | -46.2% | +1.8% | -48.0% | -46.9% |
| 3Y | +83.6% | +44.4% | +39.1% | +65.8% |
| 5Y | +212.7% | +41.0% | +171.8% | +178.2% |
| All | +277.4% | +150.8% | +126.6% | +164.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling