+62.3%
NEM vs SGI
-20.9%
+83.3%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.1% | +1.1% | -0.9% |
| 7D | -3.3% | -4.9% | +1.6% | -1.6% |
| 30D | +7.8% | +1.6% | +6.2% | +7.1% |
| 3M | +36.3% | -3.2% | +39.4% | +36.9% |
| 6M | +6.6% | -16.0% | +22.6% | +12.0% |
| YTD | +27.1% | -25.4% | +52.6% | +39.4% |
| 1Y | +62.3% | -21.6% | +83.9% | +78.0% |
| All | +62.3% | -20.9% | +83.3% | +78.0% |
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