-7.8%
NVTS vs SGI
+60.2%
-68.0%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +0.5% | +5.8% | +5.9% |
| 7D | +2.7% | +8.5% | -5.8% | -3.4% |
| 30D | -4.5% | +0.7% | -5.1% | -5.7% |
| 3M | -61.5% | +0.6% | -62.1% | -62.4% |
| 6M | +28.0% | -17.9% | +45.9% | +44.1% |
| YTD | +65.3% | -21.2% | +86.4% | +87.9% |
| 1Y | +113.0% | -18.9% | +131.9% | +131.7% |
| 3Y | +34.7% | +52.6% | -17.9% | -13.6% |
| All | -7.8% | +60.2% | -68.0% | -48.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling