+82.6%
SMR vs NWSA
+44.1%
+38.5%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.4% | -2.9% | -3.1% |
| 7D | +13.1% | -3.1% | +16.1% | +15.2% |
| 30D | +17.8% | +4.3% | +13.5% | +14.3% |
| 3M | +8.1% | +9.2% | -1.1% | -0.7% |
| 6M | -11.1% | +21.6% | -32.7% | -25.4% |
| YTD | -23.7% | +14.2% | -37.9% | -33.5% |
| 1Y | -69.4% | +1.8% | -71.2% | -69.9% |
| All | +82.6% | +44.1% | +38.5% | +19.2% |
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