+69.5%
SMTC vs NWSA
+2.3%
+67.3%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +2.7% | -6.7% | -3.1% |
| 7D | +11.0% | +2.2% | +8.8% | +11.9% |
| 30D | -28.5% | -8.8% | -19.7% | -29.8% |
| 3M | -14.2% | -6.5% | -7.7% | -13.7% |
| 6M | -18.0% | +1.5% | -19.5% | -11.5% |
| YTD | +55.5% | +4.0% | +51.5% | +65.7% |
| 1Y | +69.5% | +3.4% | +66.1% | +80.9% |
| All | +69.5% | +2.3% | +67.3% | +80.9% |
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 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