-16.0%
NOW vs SGI
+78.8%
-94.8%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -2.8% | -3.1% | -5.5% |
| 7D | -6.7% | +5.3% | -12.0% | -7.4% |
| 30D | -25.8% | +8.2% | -34.0% | -26.8% |
| 3M | -12.7% | -2.2% | -10.5% | -12.6% |
| 6M | +11.2% | -8.4% | +19.7% | +11.7% |
| YTD | -33.2% | -23.4% | -9.7% | -30.6% |
| 1Y | -41.8% | -14.0% | -27.8% | -41.7% |
| All | -16.0% | +78.8% | -94.8% | -31.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling