+1,049.9%
NI vs SBAC
+2,208.1%
-1,158.2%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.1% | +0.4% | -0.5% |
| 7D | +2.0% | -0.8% | +2.8% | +2.1% |
| 30D | -3.5% | +6.9% | -10.5% | -4.2% |
| 3M | -9.1% | -8.2% | -0.9% | -8.5% |
| 6M | -11.8% | -1.6% | -10.2% | -12.0% |
| YTD | +1.1% | -0.1% | +1.2% | +0.7% |
| 1Y | +6.7% | -0.5% | +7.2% | +6.3% |
| 3Y | +71.1% | -9.1% | +80.1% | +71.3% |
| 5Y | +94.3% | -43.8% | +138.1% | +102.5% |
| 10Y | +135.8% | +80.5% | +55.3% | +124.4% |
| All | +1,049.9% | +2,208.1% | -1,158.2% | +773.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling