-50.3%
NVTS vs SGI
-8.6%
-41.8%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -3.0% | -2.1% | -3.6% |
| 7D | +21.6% | -10.7% | +32.3% | +27.9% |
| 30D | -8.5% | -3.6% | -4.9% | -7.3% |
| 3M | -31.4% | -5.4% | -26.0% | -30.0% |
| 6M | -50.3% | -7.0% | -43.3% | -53.0% |
| All | -50.3% | -8.6% | -41.8% | -53.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling