+140.2%
NI vs SBAC
+83.0%
+57.2%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.8% | +2.2% | +0.4% |
| 7D | -0.6% | -5.3% | +4.7% | +1.3% |
| 30D | -1.4% | +0.4% | -1.8% | -1.6% |
| 3M | -10.6% | -11.9% | +1.3% | -6.9% |
| 6M | -9.9% | -4.5% | -5.4% | -9.9% |
| YTD | +1.2% | -4.3% | +5.5% | +0.9% |
| 1Y | +4.4% | -3.9% | +8.3% | +3.8% |
| 3Y | +68.6% | -11.0% | +79.6% | +68.7% |
| 5Y | +98.0% | -44.1% | +142.1% | +134.5% |
| All | +140.2% | +83.0% | +57.2% | +81.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC 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 SBAC 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