+5,058.9%
NI vs SAN
+2,116.5%
+2,942.5%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.8% | +0.1% | -0.5% |
| 7D | +2.0% | +1.8% | +0.2% | +1.7% |
| 30D | -3.5% | +2.0% | -5.5% | -3.9% |
| 3M | -9.1% | +19.7% | -28.8% | -12.3% |
| 6M | -11.8% | +30.6% | -42.5% | -16.6% |
| YTD | +1.1% | +28.8% | -27.8% | -4.5% |
| 1Y | +6.7% | +57.8% | -51.1% | -3.1% |
| 3Y | +71.1% | +338.1% | -267.0% | +26.2% |
| 5Y | +94.3% | +384.2% | -289.9% | +37.3% |
| 10Y | +135.8% | +353.1% | -217.4% | +59.8% |
| All | +5,058.9% | +2,116.5% | +2,942.5% | +2,580.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling