+171.9%
NI vs SW
+182.7%
-10.8%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.3% | -0.6% |
| 7D | -0.9% | +2.3% | -3.3% | -1.0% |
| 30D | +9.6% | +6.8% | +2.9% | +9.3% |
| 3M | +2.5% | -5.2% | +7.7% | +2.6% |
| 6M | -5.8% | +7.4% | -13.2% | -6.3% |
| YTD | +8.6% | +17.4% | -8.8% | +7.4% |
| 1Y | +6.0% | +27.1% | -21.1% | +4.5% |
| 3Y | +91.0% | +47.9% | +43.2% | +87.0% |
| 5Y | +104.8% | -2.6% | +107.3% | +101.1% |
| All | +171.9% | +182.7% | -10.8% | +156.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SW.
Daily Out/Under-Performance
Portfolio return minus SW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SW 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 SW 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