+28.0%
NU vs SGI
+41.0%
-13.0%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.7% | +0.2% | +11.5% | +11.6% |
| 7D | +9.9% | -5.3% | +15.2% | +13.2% |
| 30D | -11.5% | -2.1% | -9.4% | -10.8% |
| 3M | -5.1% | -8.2% | +3.1% | -1.0% |
| 6M | +3.1% | -4.6% | +7.7% | +4.3% |
| YTD | -21.0% | -31.5% | +10.4% | -6.0% |
| 1Y | -15.2% | -30.8% | +15.6% | +0.3% |
| 3Y | +56.4% | +67.2% | -10.8% | -0.4% |
| All | +28.0% | +41.0% | -13.0% | -15.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling