+10.1%
NI vs SM
+84.2%
-74.2%
-20.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.1% | +0.6% | +0.5% |
| 7D | +4.3% | +9.4% | -5.1% | +4.5% |
| 30D | +12.4% | -14.4% | +26.7% | +11.9% |
| 3M | +10.2% | +1.6% | +8.6% | +10.3% |
| 6M | -0.8% | +6.3% | -7.2% | -0.4% |
| YTD | +13.2% | +78.8% | -65.5% | +14.0% |
| 1Y | +10.1% | +83.1% | -73.1% | +10.9% |
| All | +10.1% | +84.2% | -74.2% | +10.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling