+212.7%
SFM vs NWSA
+39.6%
+173.1%
-63.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.7% | -3.2% | -3.8% |
| 7D | -7.2% | -3.4% | -3.8% | -6.4% |
| 30D | -14.3% | +3.9% | -18.3% | -15.1% |
| 3M | -13.7% | +8.9% | -22.6% | -15.6% |
| 6M | -6.0% | +21.2% | -27.2% | -10.6% |
| YTD | -8.2% | +13.8% | -22.1% | -11.4% |
| 1Y | -46.2% | +1.4% | -47.7% | -46.6% |
| 3Y | +83.6% | +44.0% | +39.6% | +67.5% |
| 5Y | +212.7% | +40.5% | +172.2% | +181.3% |
| All | +212.7% | +39.6% | +173.1% | +181.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling