+562.3%
SE vs NI
+106.8%
+455.5%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.6% | -0.3% | -0.8% |
| 7D | -4.8% | -0.6% | -4.2% | -4.6% |
| 30D | -18.1% | -1.4% | -16.7% | -17.8% |
| 3M | +30.6% | -10.6% | +41.2% | +34.2% |
| 6M | +20.8% | -9.9% | +30.7% | +23.6% |
| YTD | -15.6% | +1.2% | -16.7% | -16.8% |
| 1Y | -44.2% | +4.4% | -48.6% | -45.6% |
| 3Y | +181.5% | +68.6% | +112.9% | +136.3% |
| 5Y | -66.9% | +98.0% | -164.9% | -74.0% |
| All | +562.3% | +106.8% | +455.5% | +387.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NI.
Daily Out/Under-Performance
Portfolio return minus NI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NI 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 NI 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