+1,237.5%
NI vs SGI
+1,798.9%
-561.3%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.2% | +0.3% | +0.5% |
| 7D | +4.3% | -5.3% | +9.6% | +5.0% |
| 30D | +12.4% | -2.1% | +14.4% | +12.5% |
| 3M | +10.2% | -8.2% | +18.3% | +11.1% |
| 6M | -0.8% | -4.6% | +3.8% | -0.7% |
| YTD | +13.2% | -31.5% | +44.7% | +17.5% |
| 1Y | +10.1% | -30.8% | +40.9% | +14.1% |
| 3Y | +103.1% | +67.2% | +35.9% | +86.3% |
| 5Y | +115.5% | +42.5% | +73.0% | +97.0% |
| 10Y | +195.5% | +321.9% | -126.4% | +119.3% |
| All | +1,237.5% | +1,798.9% | -561.3% | +558.4% |
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