+43.4%
SMH vs NWSA
+18.2%
+25.1%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +3.7% | -6.5% | -1.3% |
| 7D | -11.2% | +4.3% | -15.4% | -9.7% |
| 30D | -20.4% | +5.6% | -26.0% | -18.7% |
| 3M | -12.4% | +7.3% | -19.7% | -9.8% |
| 6M | -0.5% | +18.8% | -19.3% | +5.5% |
| YTD | +40.0% | +17.9% | +22.1% | +50.1% |
| 1Y | +43.4% | +19.3% | +24.0% | +53.6% |
| All | +43.4% | +18.2% | +25.1% | +53.6% |
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