+72.7%
NEM vs SGI
-17.2%
+89.8%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.5% | -2.3% | -2.0% |
| 7D | +0.3% | +8.5% | -8.3% | -2.6% |
| 30D | +23.1% | +0.7% | +22.4% | +22.5% |
| 3M | +18.5% | +0.6% | +17.9% | +17.6% |
| 6M | +7.8% | -17.9% | +25.7% | +14.1% |
| YTD | +29.1% | -21.2% | +50.3% | +38.9% |
| 1Y | +72.7% | -18.9% | +91.5% | +86.8% |
| All | +72.7% | -17.2% | +89.8% | +86.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SGI.
Daily Out/Under-Performance
Portfolio return minus SGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SGI 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 1y: compounded portfolio wealth divided by compounded SGI 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…
1y analysis · Full analysis span regression · 6 months rolling