+29.8%
SFM vs NWSA
+94.1%
-64.3%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.7% | -1.3% | +0.7% |
| 7D | +6.0% | +2.2% | +3.9% | +5.5% |
| 30D | -19.5% | -8.8% | -10.7% | -17.7% |
| 3M | -37.0% | -6.5% | -30.5% | -36.0% |
| 6M | -41.0% | +1.5% | -42.5% | -41.4% |
| YTD | -34.6% | +4.0% | -38.7% | -35.6% |
| 1Y | -36.3% | +3.4% | -39.7% | -37.1% |
| 3Y | +24.5% | +34.8% | -10.3% | +14.8% |
| 5Y | +115.9% | +18.4% | +97.5% | +101.2% |
| 10Y | +139.5% | +149.2% | -9.7% | +76.7% |
| All | +29.8% | +94.1% | -64.3% | -2.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling