I would not bet my life savings against the NSA's ability to compromise the SC4-HSM if they had physical possession. On the other hand, there is a simple defense against physical compromise that would probably hold up even against the NSA: encrypt the keys with a strong pass phrase. That wouldn't hold up against a monkey wrench attack (https://xkcd.com/538/), of course, but there are limits to what you can do for <$100.