+6.8%
NOW vs SGI
+60.4%
-53.5%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.5% | -3.5% | -3.1% |
| 7D | -2.4% | +8.5% | -10.9% | -4.9% |
| 30D | +20.5% | +0.7% | +19.8% | +20.0% |
| 3M | +18.3% | +0.6% | +17.7% | +17.1% |
| 6M | +24.1% | -17.9% | +42.0% | +29.5% |
| YTD | -7.8% | -21.2% | +13.4% | -2.9% |
| 1Y | -21.4% | -18.9% | -2.5% | -18.7% |
| 3Y | +19.5% | +52.6% | -33.1% | -7.1% |
| All | +6.8% | +60.4% | -53.5% | -27.5% |
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