-78.0%
SE vs NI
+113.9%
-192.0%
-89.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.5% | +0.6% | +1.0% |
| 7D | -0.5% | +4.3% | -4.8% | -1.2% |
| 30D | -20.9% | +12.4% | -33.3% | -22.4% |
| 3M | -38.9% | +10.2% | -49.1% | -39.8% |
| 6M | -19.4% | -0.8% | -18.6% | -19.4% |
| YTD | -40.9% | +13.2% | -54.2% | -42.9% |
| 1Y | -46.2% | +10.1% | -56.3% | -47.6% |
| 3Y | +63.7% | +103.1% | -39.4% | +42.4% |
| All | -78.0% | +113.9% | -192.0% | -80.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling