+2,672.5%
NVDL vs SGI
+115.5%
+2,557.1%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.4% | -3.6% | -3.8% |
| 7D | +7.3% | +9.3% | -2.0% | +2.9% |
| 30D | -0.7% | +6.9% | -7.6% | -4.0% |
| 3M | +9.5% | +2.8% | +6.6% | +6.8% |
| 6M | +41.6% | -12.6% | +54.2% | +48.5% |
| YTD | +23.3% | -21.5% | +44.9% | +34.1% |
| 1Y | +40.3% | -18.8% | +59.0% | +48.2% |
| 3Y | +692.2% | +60.8% | +631.3% | +482.3% |
| All | +2,672.5% | +115.5% | +2,557.1% | +1,616.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling