+81.9%
NI vs SN
+650.0%
-568.1%
-20.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.0% | +3.6% | +0.7% |
| 7D | +3.1% | +1.4% | +1.7% | +3.0% |
| 30D | +11.2% | +16.6% | -5.4% | +10.2% |
| 3M | +9.8% | +18.3% | -8.4% | +8.8% |
| 6M | -1.6% | +103.1% | -104.7% | -5.7% |
| YTD | +12.6% | +96.7% | -84.1% | +8.0% |
| 1Y | +7.8% | +134.3% | -126.6% | +2.2% |
| 3Y | +100.5% | +425.2% | -324.7% | +77.8% |
| All | +81.9% | +650.0% | -568.1% | +60.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SN.
Daily Out/Under-Performance
Portfolio return minus SN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SN 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 10y: compounded portfolio wealth divided by compounded SN 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…
10y analysis · Full analysis span regression · 6 months rolling