+196.4%
SE vs NI
+70.9%
+125.4%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.2% | -0.1% | +1.0% |
| 7D | +0.6% | +2.3% | -1.7% | +0.4% |
| 30D | -0.1% | -1.7% | +1.6% | +0.1% |
| 3M | +34.1% | -8.0% | +42.1% | +34.8% |
| 6M | +23.2% | -8.6% | +31.9% | +23.9% |
| YTD | -11.2% | +2.3% | -13.5% | -12.8% |
| 1Y | -40.5% | +6.9% | -47.5% | -42.1% |
| All | +196.4% | +70.9% | +125.4% | +211.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling