+504.6%
NOW vs SGI
+413.4%
+91.2%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.3% | -2.5% | 0.0% |
| 7D | -3.1% | -0.2% | -2.8% | -3.1% |
| 30D | -27.0% | +6.6% | -33.6% | -28.5% |
| 3M | -17.7% | +1.8% | -19.5% | -18.5% |
| 6M | +12.7% | -3.9% | +16.6% | +12.3% |
| YTD | -32.9% | -25.2% | -7.7% | -29.8% |
| 1Y | -40.4% | -26.7% | -13.7% | -37.3% |
| 3Y | -17.1% | +86.8% | -103.9% | -32.7% |
| 5Y | -25.7% | +56.6% | -82.3% | -39.5% |
| 10Y | +504.6% | +384.3% | +120.3% | +272.3% |
| All | +504.6% | +413.4% | +91.2% | +272.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling