+140.2%
NI vs SU
+267.2%
-127.1%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SU | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.1% | 0.0% |
| 7D | 0.0% | +2.2% | -2.2% | -0.3% |
| 30D | -1.4% | +8.4% | -9.8% | -2.6% |
| 3M | -10.6% | +12.1% | -22.7% | -12.2% |
| 6M | -9.3% | +19.7% | -29.0% | -12.1% |
| YTD | +1.1% | +58.4% | -57.3% | -6.1% |
| 1Y | +3.4% | +67.2% | -63.9% | -4.9% |
| 3Y | +67.9% | +125.0% | -57.2% | +45.9% |
| 5Y | +98.0% | +355.1% | -257.1% | +50.8% |
| All | +140.2% | +267.2% | -127.1% | +72.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SU.
Daily Out/Under-Performance
Portfolio return minus SU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SU 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 SU 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