+101.7%
SMR vs NWSA
+32.6%
+69.2%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +2.7% | -6.0% | -4.9% |
| 7D | -8.3% | +2.2% | -10.5% | -9.4% |
| 30D | -20.1% | -8.8% | -11.3% | -15.4% |
| 3M | -52.7% | -6.5% | -46.2% | -50.9% |
| 6M | -61.0% | +1.5% | -62.5% | -62.7% |
| YTD | -67.1% | +4.0% | -71.1% | -69.4% |
| 1Y | -79.9% | +3.4% | -83.3% | -81.2% |
| 3Y | +101.7% | +34.8% | +66.9% | +41.9% |
| All | +101.7% | +32.6% | +69.2% | +41.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling