+1,181.3%
NI vs SBAC
+2,173.2%
-991.8%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.8% | +2.4% | +0.7% |
| 7D | +3.1% | -3.4% | +6.5% | +3.4% |
| 30D | +11.2% | +2.6% | +8.6% | +10.8% |
| 3M | +9.8% | +2.6% | +7.2% | +9.5% |
| 6M | -1.6% | -11.5% | +9.9% | -0.7% |
| YTD | +12.6% | -1.6% | +14.3% | +12.3% |
| 1Y | +7.8% | -5.1% | +12.9% | +7.8% |
| 3Y | +100.5% | -9.3% | +109.8% | +100.8% |
| 5Y | +114.4% | -41.0% | +155.4% | +122.5% |
| 10Y | +193.9% | +108.0% | +85.9% | +176.9% |
| All | +1,181.3% | +2,173.2% | -991.8% | +874.5% |
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