+303.2%
SMTC vs NWSA
+127.4%
+175.8%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | -1.8% | +11.0% | +10.2% |
| 7D | +12.7% | -1.9% | +14.6% | +13.8% |
| 30D | +22.0% | +4.6% | +17.4% | +18.4% |
| 3M | -12.7% | +13.2% | -25.9% | -21.0% |
| 6M | +64.8% | +27.0% | +37.8% | +38.7% |
| YTD | +100.7% | +16.8% | +83.9% | +76.0% |
| 1Y | +146.9% | +4.5% | +142.4% | +130.2% |
| 3Y | +456.8% | +46.2% | +410.6% | +332.7% |
| 5Y | +89.2% | +40.9% | +48.3% | +46.9% |
| 10Y | +426.9% | +145.1% | +281.7% | +181.9% |
| All | +303.2% | +127.4% | +175.8% | +120.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling