+1,094.1%
NI vs SGI
+2,083.6%
-989.5%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.5% | -1.2% | -0.7% |
| 7D | +2.0% | +8.5% | -6.5% | +1.0% |
| 30D | -3.5% | +0.7% | -4.2% | -3.7% |
| 3M | -9.1% | +0.6% | -9.7% | -9.5% |
| 6M | -11.8% | -17.9% | +6.1% | -10.2% |
| YTD | +1.1% | -21.2% | +22.3% | +3.3% |
| 1Y | +6.7% | -18.9% | +25.6% | +8.4% |
| 3Y | +71.1% | +52.6% | +18.4% | +58.7% |
| 5Y | +94.3% | +60.7% | +33.6% | +75.0% |
| 10Y | +135.8% | +278.1% | -142.3% | +76.9% |
| All | +1,094.1% | +2,083.6% | -989.5% | +478.5% |
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