-1.6%
NI vs SFM
-37.3%
+35.7%
-20.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.6% | -1.1% | +0.6% |
| 7D | +3.1% | -0.4% | +3.5% | +3.1% |
| 30D | +11.2% | -19.2% | +30.4% | +11.0% |
| 3M | +9.8% | -40.3% | +50.1% | +11.3% |
| 6M | -1.6% | -40.9% | +39.3% | +0.1% |
| All | -1.6% | -37.3% | +35.7% | +0.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling