+1,219.2%
NI vs SW
+743.1%
+476.2%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +4.1% | -2.6% | +1.4% |
| 7D | +3.9% | +12.1% | -8.1% | +3.6% |
| 30D | +15.3% | +6.6% | +8.7% | +15.1% |
| 3M | +2.4% | -6.0% | +8.4% | +2.5% |
| 6M | -4.5% | +21.5% | -26.0% | -5.1% |
| YTD | +11.4% | +20.3% | -9.0% | +10.6% |
| 1Y | +8.5% | +28.1% | -19.7% | +7.6% |
| 3Y | +92.7% | +51.6% | +41.1% | +90.2% |
| 5Y | +112.1% | -0.1% | +112.2% | +109.7% |
| 10Y | +183.8% | +189.7% | -5.9% | +175.1% |
| All | +1,219.2% | +743.1% | +476.2% | +1,197.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling