+5,615.8%
NI vs SAN
+1,775.7%
+3,840.1%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.6% | +1.2% | +0.7% |
| 7D | +0.6% | +3.4% | -2.8% | -0.1% |
| 30D | +11.2% | -6.3% | +17.5% | +12.4% |
| 3M | +9.2% | -14.1% | +23.3% | +12.0% |
| 6M | -1.8% | +4.2% | -6.0% | -3.1% |
| YTD | +12.0% | +9.0% | +3.0% | +8.9% |
| 1Y | +6.4% | +18.8% | -12.3% | +1.8% |
| 3Y | +99.4% | +252.0% | -152.7% | +53.0% |
| 5Y | +113.1% | +299.5% | -186.4% | +56.0% |
| 10Y | +192.3% | +276.7% | -84.4% | +104.8% |
| All | +5,615.8% | +1,775.7% | +3,840.1% | +2,955.6% |
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 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