+72.2%
SMTC vs NWSA
+18.2%
+54.0%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.9% | +3.7% | -16.7% | -10.0% |
| 7D | -24.5% | +4.3% | -28.8% | -21.7% |
| 30D | -42.5% | +5.6% | -48.0% | -39.6% |
| 3M | -14.1% | +7.3% | -21.3% | -8.5% |
| 6M | +3.6% | +18.8% | -15.2% | +15.5% |
| YTD | +50.6% | +17.9% | +32.7% | +67.9% |
| 1Y | +72.2% | +19.3% | +52.9% | +91.2% |
| All | +72.2% | +18.2% | +54.0% | +91.2% |
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 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