+193.4%
NI vs SAN
+270.1%
-76.7%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.7% | -0.1% | +0.4% |
| 7D | +4.3% | +4.0% | +0.3% | +3.5% |
| 30D | +12.4% | -7.8% | +20.2% | +13.9% |
| 3M | +10.2% | -16.4% | +26.5% | +13.6% |
| 6M | -0.8% | +3.5% | -4.3% | -2.1% |
| YTD | +13.2% | +6.7% | +6.6% | +10.3% |
| 1Y | +10.1% | +14.5% | -4.4% | +5.7% |
| 3Y | +103.1% | +243.5% | -140.4% | +52.7% |
| 5Y | +115.5% | +296.2% | -180.7% | +52.7% |
| All | +193.4% | +270.1% | -76.7% | +84.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SAN.
Daily Out/Under-Performance
Portfolio return minus SAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAN 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 SAN 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