-99.2%
NVD vs SGI
+64.8%
-164.0%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.9% | +3.8% | +1.0% |
| 7D | +0.5% | +0.6% | -0.1% | +0.9% |
| 30D | -9.3% | +5.5% | -14.8% | -6.7% |
| 3M | -22.1% | -3.6% | -18.5% | -22.6% |
| 6M | -45.8% | -15.0% | -30.8% | -48.2% |
| YTD | -46.7% | -23.0% | -23.7% | -51.5% |
| 1Y | -59.5% | -18.4% | -41.0% | -61.8% |
| 3Y | -99.2% | +57.8% | -156.9% | -98.8% |
| All | -99.2% | +64.8% | -164.0% | -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 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