-54.2%
NVD vs SGI
-21.0%
-33.2%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.0% | -0.7% | +0.5% |
| 7D | +10.8% | -4.5% | +15.3% | +9.8% |
| 30D | +0.8% | +4.2% | -3.4% | +1.7% |
| 3M | -20.8% | -7.4% | -13.4% | -21.6% |
| 6M | -41.2% | -15.1% | -26.1% | -40.4% |
| YTD | -44.2% | -24.7% | -19.5% | -43.0% |
| 1Y | -54.2% | -21.8% | -32.4% | -55.8% |
| All | -54.2% | -21.0% | -33.2% | -55.8% |
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