+23.5%
NVDA vs SGI
-21.0%
+44.5%
-20.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.0% | -1.0% | -0.1% |
| 7D | -5.1% | -4.5% | -0.7% | -4.7% |
| 30D | -2.5% | +4.2% | -6.7% | -2.9% |
| 3M | +6.7% | -7.4% | +14.1% | +7.3% |
| 6M | +17.6% | -15.1% | +32.7% | +17.4% |
| YTD | +17.3% | -24.7% | +42.0% | +16.7% |
| 1Y | +23.5% | -21.8% | +45.3% | +26.7% |
| All | +23.5% | -21.0% | +44.5% | +26.7% |
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 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