+95.8%
NI vs SAN
+384.1%
-288.3%
-24.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.2% | +0.7% | -0.4% |
| 7D | +1.3% | -0.5% | +1.7% | +1.3% |
| 30D | -0.3% | -0.1% | -0.2% | -0.3% |
| 3M | -9.5% | +19.6% | -29.1% | -11.8% |
| 6M | -10.2% | +32.7% | -42.9% | -14.1% |
| YTD | +1.8% | +26.7% | -24.9% | -2.2% |
| 1Y | +5.7% | +51.6% | -46.0% | -1.4% |
| 3Y | +69.6% | +348.7% | -279.1% | +32.2% |
| 5Y | +95.8% | +378.7% | -283.0% | +44.7% |
| All | +95.8% | +384.1% | -288.3% | +44.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling