-73.1%
SMR vs NWSA
+5.5%
-78.6%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.8% | +1.3% | -0.6% |
| 7D | +4.4% | -1.9% | +6.3% | +4.4% |
| 30D | +3.4% | +4.6% | -1.2% | +3.6% |
| 3M | -19.2% | +13.2% | -32.4% | -19.5% |
| 6M | -22.6% | +27.0% | -49.6% | -24.6% |
| YTD | -31.5% | +16.8% | -48.4% | -32.9% |
| 1Y | -73.1% | +4.5% | -77.6% | -71.5% |
| All | -73.1% | +5.5% | -78.6% | -71.5% |
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