-27.2%
NOW vs SGI
+45.7%
-72.9%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.0% | +0.9% | -1.1% |
| 7D | -1.7% | -10.7% | +9.0% | +1.7% |
| 30D | -27.4% | -3.6% | -23.8% | -27.0% |
| 3M | -19.4% | -5.4% | -14.0% | -18.7% |
| 6M | +13.1% | -7.0% | +20.1% | +13.4% |
| YTD | -34.3% | -31.6% | -2.7% | -28.2% |
| 1Y | -41.8% | -33.5% | -8.2% | -35.7% |
| 3Y | -20.7% | +66.5% | -87.2% | -42.2% |
| 5Y | -27.2% | +42.2% | -69.4% | -48.1% |
| All | -27.2% | +45.7% | -72.9% | -48.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling