+120.1%
SMTC vs NWSA
+40.0%
+80.1%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +0.2% | +4.9% | +5.0% |
| 7D | +13.1% | -2.8% | +15.9% | +14.8% |
| 30D | +19.5% | +3.0% | +16.4% | +16.8% |
| 3M | +2.2% | +12.3% | -10.1% | -7.4% |
| 6M | +94.9% | +21.9% | +73.0% | +65.6% |
| YTD | +127.0% | +13.6% | +113.4% | +100.3% |
| 1Y | +174.6% | +0.5% | +174.1% | +163.7% |
| 3Y | +615.9% | +43.8% | +572.2% | +441.0% |
| All | +120.1% | +40.0% | +80.1% | +60.7% |
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