+95.8%
NI vs SM
+119.2%
-23.4%
-24.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.6% | -1.1% | -0.6% |
| 7D | +1.3% | -0.2% | +1.5% | +1.3% |
| 30D | -0.3% | +20.3% | -20.6% | -1.2% |
| 3M | -9.5% | +22.9% | -32.4% | -10.6% |
| 6M | -10.2% | +47.8% | -58.1% | -12.6% |
| YTD | +1.8% | +107.5% | -105.7% | -3.1% |
| 1Y | +5.7% | +51.7% | -46.1% | +2.4% |
| 3Y | +69.6% | -0.9% | +70.5% | +66.6% |
| 5Y | +95.8% | +112.2% | -16.5% | +87.7% |
| All | +95.8% | +119.2% | -23.4% | +87.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling