+96.0%
NI vs SW
+42.5%
+53.5%
-20.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +4.1% | -2.6% | +1.2% |
| 7D | +3.9% | +12.1% | -8.1% | +3.0% |
| 30D | +15.3% | +6.6% | +8.7% | +14.7% |
| 3M | +2.4% | -6.0% | +8.4% | +2.7% |
| 6M | -4.5% | +21.5% | -26.0% | -6.3% |
| YTD | +11.4% | +20.3% | -9.0% | +8.8% |
| 1Y | +8.5% | +28.1% | -19.7% | +5.3% |
| All | +96.0% | +42.5% | +53.5% | +86.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling