-48.5%
NVTS vs SGI
+45.7%
-94.2%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -3.0% | -2.1% | -2.9% |
| 7D | +21.6% | -10.7% | +32.3% | +31.4% |
| 30D | -8.5% | -3.6% | -4.9% | -7.0% |
| 3M | -31.4% | -5.4% | -26.0% | -29.8% |
| 6M | -50.3% | -7.0% | -43.3% | -49.1% |
| YTD | +33.9% | -31.6% | +65.5% | +67.2% |
| 1Y | +10.6% | -33.5% | +44.2% | +41.2% |
| 3Y | +52.7% | +66.5% | -13.8% | -10.4% |
| 5Y | -48.5% | +42.2% | -90.7% | -69.7% |
| All | -48.5% | +45.7% | -94.2% | -69.7% |
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