+3,201.7%
NI vs SM
+1,608.3%
+1,593.4%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.5% | +1.9% | -0.5% |
| 7D | +2.0% | +0.1% | +1.9% | +2.0% |
| 30D | -3.5% | +26.3% | -29.8% | -5.2% |
| 3M | -9.1% | +8.7% | -17.8% | -9.9% |
| 6M | -11.8% | +51.7% | -63.5% | -15.0% |
| YTD | +1.1% | +99.0% | -98.0% | -4.6% |
| 1Y | +6.7% | +34.6% | -27.9% | +3.3% |
| 3Y | +71.1% | -7.8% | +78.8% | +67.8% |
| 5Y | +94.3% | +104.8% | -10.5% | +75.5% |
| 10Y | +135.8% | +7.2% | +128.5% | +87.8% |
| All | +3,201.7% | +1,608.3% | +1,593.4% | +1,838.9% |
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