+95.8%
NI vs SFM
+217.9%
-122.1%
-24.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.9% | +3.4% | -0.1% |
| 7D | +1.3% | -7.2% | +8.4% | +2.0% |
| 30D | -0.3% | -14.3% | +14.1% | +1.3% |
| 3M | -9.5% | -13.7% | +4.3% | -8.2% |
| 6M | -10.2% | -6.0% | -4.2% | -10.2% |
| YTD | +1.8% | -8.2% | +10.0% | +1.9% |
| 1Y | +5.7% | -46.2% | +51.9% | +13.0% |
| 3Y | +69.6% | +83.6% | -13.9% | +49.6% |
| 5Y | +95.8% | +212.7% | -116.9% | +53.2% |
| All | +95.8% | +217.9% | -122.1% | +53.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling