+420.3%
NVT vs SGI
+47.3%
+373.0%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +1.0% | +3.7% | +4.3% |
| 7D | +4.1% | -4.5% | +8.5% | +5.9% |
| 30D | -5.1% | +4.2% | -9.3% | -6.9% |
| 3M | -1.2% | -7.4% | +6.3% | +0.9% |
| 6M | +46.6% | -15.1% | +61.6% | +53.7% |
| YTD | +60.0% | -24.7% | +84.7% | +74.8% |
| 1Y | +70.8% | -21.8% | +92.6% | +82.8% |
| 3Y | +187.5% | +50.0% | +137.5% | +135.0% |
| All | +420.3% | +47.3% | +373.0% | +312.4% |
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