+1,817.6%
SMH vs NWSA
+149.4%
+1,668.3%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.2% | +1.3% | +1.4% |
| 7D | +0.3% | -2.8% | +3.1% | +1.6% |
| 30D | -2.8% | +3.0% | -5.8% | -4.3% |
| 3M | -6.7% | +12.3% | -19.0% | -13.2% |
| 6M | +41.8% | +21.9% | +19.9% | +25.8% |
| YTD | +57.9% | +13.6% | +44.3% | +44.3% |
| 1Y | +87.6% | +0.5% | +87.2% | +81.8% |
| 3Y | +282.9% | +43.8% | +239.2% | +207.1% |
| 5Y | +330.4% | +41.2% | +289.2% | +241.6% |
| All | +1,817.6% | +149.4% | +1,668.3% | +1,027.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling