+100.9%
NI vs SM
-8.5%
+109.4%
-20.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +5.6% | -5.0% | +0.4% |
| 7D | +0.6% | +0.3% | +0.3% | +0.6% |
| 30D | +11.2% | -17.3% | +28.5% | +11.7% |
| 3M | +9.2% | -3.6% | +12.7% | +9.1% |
| 6M | -1.8% | +2.9% | -4.7% | -2.2% |
| YTD | +12.0% | +70.2% | -58.2% | +8.7% |
| 1Y | +6.4% | +66.5% | -60.1% | +3.3% |
| All | +100.9% | -8.5% | +109.4% | +93.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling