+327.2%
SMH vs NWSA
+40.0%
+287.2%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.2% | +1.3% | +1.4% |
| 7D | +0.3% | -2.8% | +3.1% | +1.7% |
| 30D | -2.8% | +3.0% | -5.8% | -4.4% |
| 3M | -6.7% | +12.3% | -19.0% | -13.6% |
| 6M | +41.8% | +21.9% | +19.9% | +24.2% |
| YTD | +57.9% | +13.6% | +44.3% | +43.2% |
| 1Y | +87.6% | +0.5% | +87.2% | +82.8% |
| 3Y | +282.9% | +43.8% | +239.2% | +194.2% |
| All | +327.2% | +40.0% | +287.2% | +216.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling