-10.2%
NI vs SU
+22.5%
-32.7%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.7% | -2.2% | -0.6% |
| 7D | +1.3% | +1.6% | -0.3% | +1.2% |
| 30D | -0.3% | +10.7% | -11.0% | -0.5% |
| 3M | -9.5% | +13.5% | -23.0% | -9.7% |
| 6M | -10.2% | +21.8% | -32.1% | -9.7% |
| All | -10.2% | +22.5% | -32.7% | -9.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling