+1,449.6%
NET vs SGI
+274.9%
+1,174.7%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.5% | -2.5% | -2.1% |
| 7D | -7.0% | +8.5% | -15.5% | -9.6% |
| 30D | -4.8% | +0.7% | -5.5% | -5.2% |
| 3M | +3.8% | +0.6% | +3.2% | +2.8% |
| 6M | +50.0% | -17.9% | +68.0% | +57.6% |
| YTD | +41.5% | -21.2% | +62.7% | +49.8% |
| 1Y | +32.8% | -18.9% | +51.7% | +38.5% |
| 3Y | +335.9% | +52.6% | +283.2% | +258.9% |
| 5Y | +113.8% | +60.7% | +53.1% | +60.2% |
| All | +1,449.6% | +274.9% | +1,174.7% | +1,097.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling