+19.8%
NSC vs SGI
-17.2%
+37.0%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.5% | 0.0% | +0.4% |
| 7D | -5.5% | +8.5% | -14.1% | -6.5% |
| 30D | -3.2% | +0.7% | -3.9% | -3.4% |
| 3M | +7.7% | +0.6% | +7.1% | +7.3% |
| 6M | +4.5% | -17.9% | +22.5% | +7.6% |
| YTD | +15.6% | -21.2% | +36.7% | +19.5% |
| 1Y | +19.8% | -18.9% | +38.7% | +24.0% |
| All | +19.8% | -17.2% | +37.0% | +24.0% |
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 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