+261.3%
NEM vs SGI
+1,798.9%
-1,537.6%
-76.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.2% | +0.2% | +0.4% |
| 7D | -6.4% | -5.3% | -1.1% | -5.9% |
| 30D | +1.4% | -2.1% | +3.5% | +1.6% |
| 3M | -0.7% | -8.2% | +7.5% | +0.1% |
| 6M | -4.5% | -4.6% | +0.1% | -4.1% |
| YTD | +14.0% | -31.5% | +45.5% | +17.9% |
| 1Y | +27.3% | -30.8% | +58.1% | +31.4% |
| 3Y | +250.5% | +67.2% | +183.3% | +233.1% |
| 5Y | +121.1% | +42.5% | +78.6% | +109.6% |
| 10Y | +358.3% | +321.9% | +36.5% | +276.5% |
| All | +261.3% | +1,798.9% | -1,537.6% | +130.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling