+3,598.2%
NI vs SM
+1,434.4%
+2,163.8%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.1% | +0.6% | +0.5% |
| 7D | +4.3% | +9.4% | -5.1% | +3.6% |
| 30D | +12.4% | -14.4% | +26.7% | +13.4% |
| 3M | +10.2% | +1.6% | +8.6% | +9.7% |
| 6M | -0.8% | +6.3% | -7.2% | -1.9% |
| YTD | +13.2% | +78.8% | -65.5% | +7.4% |
| 1Y | +10.1% | +83.1% | -73.1% | +4.1% |
| 3Y | +103.1% | -5.9% | +109.0% | +98.5% |
| 5Y | +115.5% | +4.8% | +110.7% | +104.5% |
| 10Y | +195.5% | +17.5% | +178.0% | +132.3% |
| All | +3,598.2% | +1,434.4% | +2,163.8% | +2,082.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling