+140.2%
NI vs SAN
+347.0%
-206.8%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.3% | -0.3% | -0.5% |
| 7D | -0.6% | -2.8% | +2.2% | 0.0% |
| 30D | -1.4% | -0.5% | -0.9% | -1.3% |
| 3M | -10.6% | +22.7% | -33.3% | -14.2% |
| 6M | -9.9% | +28.8% | -38.7% | -14.7% |
| YTD | +1.2% | +26.3% | -25.1% | -4.3% |
| 1Y | +4.4% | +48.8% | -44.4% | -4.6% |
| 3Y | +68.6% | +347.2% | -278.6% | +20.6% |
| 5Y | +98.0% | +383.8% | -285.8% | +35.1% |
| All | +140.2% | +347.0% | -206.8% | +42.6% |
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