+6.7%
NI vs SGI
-17.2%
+23.9%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.5% | -1.2% | -0.7% |
| 7D | +2.0% | +8.5% | -6.5% | +1.6% |
| 30D | -3.5% | +0.7% | -4.2% | -3.6% |
| 3M | -9.1% | +0.6% | -9.7% | -9.2% |
| 6M | -11.8% | -17.9% | +6.1% | -10.9% |
| YTD | +1.1% | -21.2% | +22.3% | +2.1% |
| 1Y | +6.7% | -18.9% | +25.6% | +8.0% |
| All | +6.7% | -17.2% | +23.9% | +8.0% |
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