+48.0%
NVTS vs SGI
+58.1%
-10.1%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.4% | +2.1% | +2.0% |
| 7D | +9.7% | +9.3% | +0.4% | +3.6% |
| 30D | -13.6% | +6.9% | -20.5% | -17.5% |
| 3M | -51.0% | +2.8% | -53.8% | -52.7% |
| 6M | +46.3% | -12.6% | +58.9% | +55.1% |
| YTD | +68.1% | -21.5% | +89.6% | +88.5% |
| 1Y | +113.9% | -18.8% | +132.7% | +130.5% |
| All | +48.0% | +58.1% | -10.1% | -3.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling