+102.9%
SFM vs NWSA
+118.0%
-15.1%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.8% | +4.7% | +3.3% |
| 7D | -0.1% | -1.9% | +1.8% | +0.4% |
| 30D | -4.4% | +4.6% | -8.9% | -5.4% |
| 3M | +1.5% | +13.2% | -11.7% | -1.7% |
| 6M | +6.5% | +27.0% | -20.5% | +0.2% |
| YTD | +2.2% | +16.8% | -14.7% | -2.1% |
| 1Y | -41.9% | +4.5% | -46.4% | -43.0% |
| 3Y | +106.8% | +46.2% | +60.5% | +86.6% |
| 5Y | +231.6% | +40.9% | +190.6% | +196.0% |
| 10Y | +258.4% | +145.1% | +113.3% | +163.3% |
| All | +102.9% | +118.0% | -15.1% | +48.8% |
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