+3,578.9%
NI vs SM
+1,436.3%
+2,142.7%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +5.2% | -4.6% | +0.2% |
| 7D | +3.1% | +10.6% | -7.5% | +2.3% |
| 30D | +11.2% | -15.0% | +26.1% | +12.2% |
| 3M | +9.8% | +1.7% | +8.2% | +9.4% |
| 6M | -1.6% | +5.9% | -7.5% | -2.6% |
| YTD | +12.6% | +79.0% | -66.4% | +6.8% |
| 1Y | +7.8% | +84.7% | -76.9% | +1.9% |
| 3Y | +100.5% | -3.5% | +104.0% | +95.5% |
| 5Y | +114.4% | +4.9% | +109.5% | +103.4% |
| 10Y | +193.9% | +17.7% | +176.3% | +131.1% |
| All | +3,578.9% | +1,436.3% | +2,142.7% | +2,070.8% |
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