+6.7%
NI vs SYY
+1.0%
+5.7%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.3% | +0.6% | -0.5% |
| 7D | +2.0% | -2.3% | +4.3% | +2.3% |
| 30D | -3.5% | -4.9% | +1.4% | -3.0% |
| 3M | -9.1% | +8.4% | -17.5% | -9.9% |
| 6M | -11.8% | -7.4% | -4.5% | -11.0% |
| YTD | +1.1% | +11.0% | -9.9% | -0.5% |
| 1Y | +6.7% | -0.2% | +6.9% | +4.5% |
| All | +6.7% | +1.0% | +5.7% | +4.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SYY.
Daily Out/Under-Performance
Portfolio return minus SYY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SYY 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 1y: compounded portfolio wealth divided by compounded SYY 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…
1y analysis · Full analysis span regression · 6 months rolling