+13.1%
NVTS vs SGI
-33.4%
+46.5%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +0.2% | -6.6% | -6.5% |
| 7D | +3.9% | -5.3% | +9.3% | +6.2% |
| 30D | -4.3% | -2.1% | -2.3% | -3.8% |
| 3M | -34.5% | -8.2% | -26.3% | -32.5% |
| 6M | -57.7% | -4.6% | -53.2% | -57.4% |
| YTD | +25.4% | -31.5% | +56.8% | +31.2% |
| 1Y | +13.1% | -30.8% | +44.0% | +20.0% |
| All | +13.1% | -33.4% | +46.5% | +20.0% |
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