+1,162.9%
NI vs SNY
+241.9%
+921.0%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.1% | -0.1% |
| 7D | 0.0% | -3.3% | +3.4% | +1.1% |
| 30D | -1.4% | -2.2% | +0.8% | -0.8% |
| 3M | -10.6% | -3.0% | -7.5% | -10.0% |
| 6M | -9.3% | +2.7% | -12.1% | -10.4% |
| YTD | +1.1% | -6.8% | +8.0% | +2.7% |
| 1Y | +3.4% | -5.3% | +8.6% | +4.1% |
| 3Y | +67.9% | -9.8% | +77.7% | +67.7% |
| 5Y | +98.0% | +9.7% | +88.3% | +82.8% |
| 10Y | +143.6% | +64.5% | +79.1% | +94.6% |
| All | +1,162.9% | +241.9% | +921.0% | +642.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY 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 SNY 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