+649.9%
NVDL vs SGI
+51.7%
+598.2%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.0% | -1.2% | -0.6% |
| 7D | -10.3% | -4.5% | -5.9% | -8.4% |
| 30D | -7.1% | +4.2% | -11.3% | -8.9% |
| 3M | +6.6% | -7.4% | +14.0% | +9.5% |
| 6M | +21.1% | -15.1% | +36.1% | +28.5% |
| YTD | +15.2% | -24.7% | +39.9% | +27.4% |
| 1Y | +18.8% | -21.8% | +40.5% | +27.6% |
| 3Y | +649.9% | +50.0% | +599.9% | +503.7% |
| All | +649.9% | +51.7% | +598.2% | +503.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling