+751.2%
NVT vs SGI
+599.5%
+151.8%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.4% | +4.6% | +4.4% |
| 7D | +10.4% | +9.3% | +1.1% | +6.3% |
| 30D | -1.3% | +6.9% | -8.2% | -4.3% |
| 3M | -0.6% | +2.8% | -3.5% | -2.9% |
| 6M | +53.8% | -12.6% | +66.4% | +59.6% |
| YTD | +60.2% | -21.5% | +81.7% | +73.0% |
| 1Y | +76.8% | -18.8% | +95.5% | +86.9% |
| 3Y | +191.2% | +60.8% | +130.4% | +127.0% |
| 5Y | +430.9% | +60.0% | +370.9% | +293.1% |
| All | +751.2% | +599.5% | +151.8% | +243.6% |
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