+54.5%
SO vs NI
+100.5%
-46.0%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.6% | -0.4% | -0.1% |
| 7D | +0.8% | +0.6% | +0.2% | +0.4% |
| 30D | +7.8% | +11.2% | -3.4% | +1.3% |
| 3M | +2.9% | +9.2% | -6.2% | -2.3% |
| 6M | +2.5% | -1.8% | +4.3% | +3.3% |
| YTD | +10.3% | +12.0% | -1.7% | +3.3% |
| 1Y | +6.4% | +6.4% | -0.1% | +2.4% |
| All | +54.5% | +100.5% | -46.0% | -4.1% |
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