+3,361.3%
SMH vs NWSA
+123.2%
+3,238.2%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.9% | +3.1% | +2.0% |
| 7D | +5.2% | -2.6% | +7.9% | +6.5% |
| 30D | -1.5% | +4.6% | -6.1% | -3.7% |
| 3M | -4.1% | +10.2% | -14.3% | -9.7% |
| 6M | +50.8% | +21.6% | +29.1% | +34.7% |
| YTD | +59.3% | +14.6% | +44.7% | +45.6% |
| 1Y | +94.1% | +0.4% | +93.7% | +88.3% |
| 3Y | +286.7% | +45.0% | +241.7% | +213.1% |
| 5Y | +339.4% | +41.3% | +298.1% | +254.2% |
| 10Y | +1,803.3% | +142.8% | +1,660.5% | +1,032.3% |
| All | +3,361.3% | +123.2% | +3,238.2% | +1,990.9% |
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