+113.0%
NVTS vs SGI
-17.2%
+130.2%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +0.5% | +5.8% | +6.1% |
| 7D | +2.7% | +8.5% | -5.8% | 0.0% |
| 30D | -4.5% | +0.7% | -5.1% | -4.7% |
| 3M | -61.5% | +0.6% | -62.1% | -61.7% |
| 6M | +28.0% | -17.9% | +45.9% | +26.9% |
| YTD | +65.3% | -21.2% | +86.4% | +65.4% |
| 1Y | +113.0% | -18.9% | +131.9% | +145.0% |
| All | +113.0% | -17.2% | +130.2% | +145.0% |
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