+6,354.3%
SO vs NI
+5,716.3%
+638.0%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.5% | +0.7% | +0.9% |
| 7D | +1.4% | +4.3% | -2.9% | -0.8% |
| 30D | +4.7% | +12.4% | -7.7% | -1.4% |
| 3M | +1.7% | +10.2% | -8.5% | -3.3% |
| 6M | +2.2% | -0.8% | +3.0% | +2.5% |
| YTD | +10.0% | +13.2% | -3.3% | +3.1% |
| 1Y | +6.0% | +10.1% | -4.0% | +0.8% |
| 3Y | +54.1% | +103.1% | -49.0% | +6.4% |
| 5Y | +79.6% | +115.5% | -35.9% | +20.4% |
| 10Y | +195.5% | +195.5% | 0.0% | +71.9% |
| All | +6,354.3% | +5,716.3% | +638.0% | +1,002.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling