+1,381.0%
NET vs SM
+252.6%
+1,128.4%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -15.3% | +12.7% | -1.2% |
| 7D | -16.4% | -21.5% | +5.1% | -14.6% |
| 30D | -25.8% | -11.4% | -14.5% | -25.1% |
| 3M | -11.5% | +0.6% | -12.2% | -12.0% |
| 6M | +18.9% | +0.2% | +18.7% | +17.9% |
| YTD | +35.2% | +69.7% | -34.4% | +27.2% |
| 1Y | +14.5% | +71.6% | -57.1% | +7.5% |
| 3Y | +313.8% | -16.9% | +330.7% | +307.5% |
| 5Y | +32.6% | -3.2% | +35.8% | +28.4% |
| All | +1,381.0% | +252.6% | +1,128.4% | +1,281.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 10y: compounded portfolio wealth divided by compounded SM 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…
10y analysis · Full analysis span regression · 6 months rolling