-6.4%
NU vs SGI
-21.0%
+14.6%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.0% | -3.6% | -3.0% |
| 7D | -4.9% | -4.5% | -0.4% | -3.5% |
| 30D | +7.8% | +4.2% | +3.6% | +6.4% |
| 3M | +20.9% | -7.4% | +28.4% | +23.4% |
| 6M | +0.9% | -15.1% | +16.0% | +2.9% |
| YTD | -12.7% | -24.7% | +12.0% | -9.8% |
| 1Y | -6.4% | -21.8% | +15.4% | -1.1% |
| All | -6.4% | -21.0% | +14.6% | -1.1% |
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 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