+41.5%
NU vs SGI
+54.9%
-13.4%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.0% | -3.6% | -3.2% |
| 7D | -4.9% | -4.5% | -0.4% | -2.5% |
| 30D | +7.8% | +4.2% | +3.6% | +5.3% |
| 3M | +20.9% | -7.4% | +28.4% | +25.0% |
| 6M | +0.9% | -15.1% | +16.0% | +8.3% |
| YTD | -12.7% | -24.7% | +12.0% | -1.0% |
| 1Y | -6.4% | -21.8% | +15.4% | +2.7% |
| 3Y | +98.1% | +50.0% | +48.1% | +37.2% |
| All | +41.5% | +54.9% | -13.4% | -11.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling