+112.5%
NET vs SGI
+60.4%
+52.1%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.5% | -2.5% | -2.3% |
| 7D | -7.0% | +8.5% | -15.5% | -11.6% |
| 30D | -4.8% | +0.7% | -5.5% | -5.6% |
| 3M | +3.8% | +0.6% | +3.2% | +1.7% |
| 6M | +50.0% | -17.9% | +68.0% | +63.0% |
| YTD | +41.5% | -21.2% | +62.7% | +55.5% |
| 1Y | +32.8% | -18.9% | +51.7% | +41.2% |
| 3Y | +335.9% | +52.6% | +283.2% | +175.8% |
| All | +112.5% | +60.4% | +52.1% | +5.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling