+140.2%
NI vs SM
+23.2%
+117.0%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.5% | -1.1% | -0.6% |
| 7D | -0.6% | +2.1% | -2.7% | -0.7% |
| 30D | -1.4% | +18.1% | -19.5% | -2.0% |
| 3M | -10.6% | +17.0% | -27.6% | -11.2% |
| 6M | -9.9% | +55.4% | -65.3% | -11.6% |
| YTD | +1.2% | +108.6% | -107.4% | -1.9% |
| 1Y | +4.4% | +45.7% | -41.2% | +2.5% |
| 3Y | +68.6% | -0.3% | +68.9% | +66.5% |
| 5Y | +98.0% | +113.0% | -15.0% | +89.1% |
| All | +140.2% | +23.2% | +117.0% | +104.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 SM 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