+70.6%
NI vs SAN
+356.8%
-286.2%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.5% | +1.7% | +1.3% |
| 7D | +2.3% | +3.3% | -1.0% | +1.9% |
| 30D | -1.7% | +1.1% | -2.8% | -1.8% |
| 3M | -8.0% | +22.2% | -30.2% | -10.4% |
| 6M | -8.6% | +36.0% | -44.7% | -12.6% |
| YTD | +2.3% | +28.2% | -25.9% | -1.6% |
| 1Y | +6.9% | +54.1% | -47.2% | -0.3% |
| 3Y | +70.6% | +354.2% | -283.7% | +25.1% |
| All | +70.6% | +356.8% | -286.2% | +25.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling