+130.5%
SFM vs NWSA
+141.7%
-11.2%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.1% | +3.7% | +2.2% |
| 7D | -0.4% | -0.8% | +0.4% | -0.2% |
| 30D | -19.2% | -11.3% | -7.9% | -16.7% |
| 3M | -40.3% | -8.1% | -32.2% | -39.0% |
| 6M | -40.9% | -0.7% | -40.2% | -40.9% |
| YTD | -35.5% | +1.3% | -36.8% | -36.1% |
| 1Y | -37.4% | -1.3% | -36.1% | -37.6% |
| 3Y | +25.5% | +28.4% | -2.9% | +16.7% |
| 5Y | +113.0% | +15.3% | +97.7% | +99.3% |
| All | +130.5% | +141.7% | -11.2% | +59.4% |
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