+1.5%
SMR vs NWSA
+38.3%
-36.8%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.8% | -4.8% | -5.2% |
| 7D | +4.7% | -4.8% | +9.5% | +6.9% |
| 30D | +3.2% | +3.0% | +0.3% | +1.7% |
| 3M | +9.9% | +9.3% | +0.6% | +3.8% |
| 6M | -15.1% | +23.2% | -38.3% | -24.5% |
| YTD | -27.9% | +13.3% | -41.3% | -33.7% |
| 1Y | -70.2% | +2.9% | -73.1% | -71.1% |
| 3Y | +72.5% | +43.3% | +29.1% | +49.0% |
| All | +1.5% | +38.3% | -36.8% | -20.0% |
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