-99.1%
NVD vs SGI
+61.3%
-160.4%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.0% | -0.7% | +0.7% |
| 7D | +10.8% | -4.5% | +15.3% | +8.6% |
| 30D | +0.8% | +4.2% | -3.4% | +3.1% |
| 3M | -20.8% | -7.4% | -13.4% | -23.1% |
| 6M | -41.2% | -15.1% | -26.1% | -43.7% |
| YTD | -44.2% | -24.7% | -19.5% | -49.7% |
| 1Y | -54.2% | -21.8% | -32.4% | -57.8% |
| 3Y | -99.1% | +50.0% | -149.2% | -98.8% |
| All | -99.1% | +61.3% | -160.4% | -98.7% |
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