-40.3%
NOW vs SGI
-32.6%
-7.7%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.5% | +3.6% | +3.2% |
| 7D | -5.6% | -10.5% | +4.9% | -5.7% |
| 30D | -26.8% | +0.1% | -26.9% | -26.6% |
| 3M | -19.4% | -4.0% | -15.5% | -19.2% |
| 6M | +12.3% | -5.6% | +17.9% | +12.1% |
| YTD | -32.9% | -29.5% | -3.4% | -33.5% |
| 1Y | -40.3% | -31.5% | -8.8% | -40.1% |
| All | -40.3% | -32.6% | -7.7% | -40.1% |
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