+113.1%
NI vs SM
-0.4%
+113.5%
-24.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +5.6% | -5.0% | +0.3% |
| 7D | +0.6% | +0.3% | +0.3% | +0.5% |
| 30D | +11.2% | -17.3% | +28.5% | +12.2% |
| 3M | +9.2% | -3.6% | +12.7% | +9.1% |
| 6M | -1.8% | +2.9% | -4.7% | -2.6% |
| YTD | +12.0% | +70.2% | -58.2% | +7.0% |
| 1Y | +6.4% | +66.5% | -60.1% | +1.8% |
| 3Y | +99.4% | -8.2% | +107.6% | +95.5% |
| 5Y | +113.1% | -1.5% | +114.6% | +107.7% |
| All | +113.1% | -0.4% | +113.5% | +107.7% |
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