+48.4%
NU vs SGI
+61.4%
-13.0%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.2% | 0.0% |
| 7D | +6.0% | +9.3% | -3.3% | +1.0% |
| 30D | +10.8% | +6.9% | +3.9% | +6.7% |
| 3M | +32.2% | +2.8% | +29.3% | +28.8% |
| 6M | +5.1% | -12.6% | +17.7% | +11.1% |
| YTD | -8.4% | -21.5% | +13.1% | +1.6% |
| 1Y | +0.7% | -18.8% | +19.5% | +8.3% |
| 3Y | +125.1% | +60.8% | +64.3% | +49.7% |
| All | +48.4% | +61.4% | -13.0% | -9.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling