+5,976.4%
SO vs NI
+5,092.7%
+883.7%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.6% | -0.1% | -0.4% |
| 7D | -0.2% | +2.0% | -2.2% | -1.2% |
| 30D | -4.6% | -3.5% | -1.0% | -2.8% |
| 3M | -3.0% | -9.1% | +6.1% | +1.7% |
| 6M | -8.3% | -11.8% | +3.6% | -2.2% |
| YTD | +3.5% | +1.1% | +2.4% | +2.8% |
| 1Y | -0.9% | +6.7% | -7.6% | -4.4% |
| 3Y | +45.4% | +71.1% | -25.7% | +9.4% |
| 5Y | +59.6% | +94.3% | -34.7% | +12.8% |
| 10Y | +156.6% | +135.8% | +20.8% | +66.0% |
| All | +5,976.4% | +5,092.7% | +883.7% | +1,000.0% |
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 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