+193.4%
NI vs SFM
+140.2%
+53.3%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.3% | -0.8% | +0.4% |
| 7D | +4.3% | +6.0% | -1.7% | +3.7% |
| 30D | +12.4% | -19.5% | +31.8% | +14.3% |
| 3M | +10.2% | -37.0% | +47.2% | +15.0% |
| 6M | -0.8% | -41.0% | +40.2% | +4.1% |
| YTD | +13.2% | -34.6% | +47.9% | +16.9% |
| 1Y | +10.1% | -36.3% | +46.3% | +13.9% |
| 3Y | +103.1% | +24.5% | +78.6% | +89.9% |
| 5Y | +115.5% | +115.9% | -0.3% | +85.4% |
| All | +193.4% | +140.2% | +53.3% | +137.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 SFM 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