+56.4%
NU vs SGI
+67.2%
-10.8%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.7% | +0.2% | +11.5% | +11.7% |
| 7D | +9.9% | -5.3% | +15.2% | +12.3% |
| 30D | -11.5% | -2.1% | -9.4% | -10.9% |
| 3M | -5.1% | -8.2% | +3.1% | -2.0% |
| 6M | +3.1% | -4.6% | +7.7% | +4.4% |
| YTD | -21.0% | -31.5% | +10.4% | -11.0% |
| 1Y | -15.2% | -30.8% | +15.6% | -4.8% |
| 3Y | +56.4% | +67.2% | -10.8% | +17.3% |
| All | +56.4% | +67.2% | -10.8% | +17.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling