+63.3%
NI vs SN
+453.9%
-390.6%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.0% | +3.4% | -0.4% |
| 7D | -0.6% | -7.2% | +6.6% | -0.2% |
| 30D | -1.4% | -13.4% | +12.0% | -0.7% |
| 3M | -10.6% | +26.8% | -37.4% | -12.0% |
| 6M | -9.9% | +44.6% | -54.5% | -12.1% |
| YTD | +1.2% | +45.3% | -44.1% | -1.4% |
| 1Y | +4.4% | +40.1% | -35.7% | +1.9% |
| 3Y | +68.6% | +375.3% | -306.7% | +50.1% |
| All | +63.3% | +453.9% | -390.6% | +46.7% |
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