+2,771.1%
NOW vs SGI
+1,208.3%
+1,562.8%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.5% | -3.5% | -3.1% |
| 7D | -2.4% | +8.5% | -10.9% | -4.4% |
| 30D | +20.5% | +0.7% | +19.8% | +20.1% |
| 3M | +18.3% | +0.6% | +17.7% | +17.4% |
| 6M | +24.1% | -17.9% | +42.0% | +28.0% |
| YTD | -7.8% | -21.2% | +13.4% | -4.3% |
| 1Y | -21.4% | -18.9% | -2.5% | -19.3% |
| 3Y | +19.5% | +52.6% | -33.1% | +2.6% |
| 5Y | +4.1% | +60.7% | -56.6% | -14.8% |
| 10Y | +826.4% | +278.1% | +548.3% | +471.5% |
| All | +2,771.1% | +1,208.3% | +1,562.8% | +1,496.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling