-12.6%
NVDA vs SGI
-33.4%
+20.7%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.2% | -2.2% | -2.0% |
| 7D | -12.7% | -5.3% | -7.4% | -12.3% |
| 30D | -26.4% | -2.1% | -24.3% | -26.4% |
| 3M | -27.6% | -8.2% | -19.5% | -27.0% |
| 6M | -27.7% | -4.6% | -23.2% | -27.8% |
| YTD | -12.5% | -31.5% | +19.0% | -12.0% |
| 1Y | -12.6% | -30.8% | +18.2% | -12.3% |
| All | -12.6% | -33.4% | +20.7% | -12.3% |
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