-46.2%
SFM vs NWSA
+1.3%
-47.5%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.8% | -0.5% | -1.2% |
| 7D | -8.8% | -4.8% | -4.0% | -8.5% |
| 30D | -14.5% | +3.0% | -17.4% | -14.5% |
| 3M | -16.8% | +9.3% | -26.1% | -17.6% |
| 6M | -5.3% | +23.2% | -28.5% | -6.2% |
| YTD | -9.4% | +13.3% | -22.7% | -8.9% |
| 1Y | -46.2% | +2.9% | -49.1% | -46.6% |
| All | -46.2% | +1.3% | -47.5% | -46.6% |
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