-14.4%
SMR vs NI
+65.2%
-79.6%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.7% | 0.0% | -15.6% | -15.7% |
| 7D | -11.2% | 0.0% | -11.3% | -11.1% |
| 30D | -10.2% | -1.4% | -8.8% | -9.3% |
| 3M | -10.0% | -10.6% | +0.5% | -2.2% |
| 6M | -30.5% | -9.3% | -21.1% | -25.9% |
| YTD | -39.2% | +1.1% | -40.4% | -41.3% |
| 1Y | -75.5% | +3.4% | -78.9% | -76.9% |
| 3Y | +45.4% | +67.9% | -22.4% | -8.9% |
| All | -14.4% | +65.2% | -79.6% | -45.0% |
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