+3.4%
NI vs SGI
-21.0%
+24.4%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.0% | -1.0% | -0.1% |
| 7D | 0.0% | -4.5% | +4.5% | +0.3% |
| 30D | -1.4% | +4.2% | -5.6% | -1.6% |
| 3M | -10.6% | -7.4% | -3.1% | -10.2% |
| 6M | -9.3% | -15.1% | +5.7% | -8.5% |
| YTD | +1.1% | -24.7% | +25.8% | +2.3% |
| 1Y | +3.4% | -21.8% | +25.1% | +5.0% |
| All | +3.4% | -21.0% | +24.4% | +5.0% |
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