+65.2%
NI vs SN
+496.6%
-431.4%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.0% | +0.2% | +1.2% |
| 7D | +2.3% | +0.1% | +2.2% | +2.3% |
| 30D | -1.7% | -5.6% | +3.9% | -1.4% |
| 3M | -8.0% | +48.1% | -56.1% | -10.2% |
| 6M | -8.6% | +57.6% | -66.3% | -11.3% |
| YTD | +2.3% | +56.5% | -54.2% | -0.7% |
| 1Y | +6.9% | +52.6% | -45.6% | +3.9% |
| 3Y | +70.6% | +412.0% | -341.4% | +51.2% |
| All | +65.2% | +496.6% | -431.4% | +47.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling