+192.7%
NXT vs SGI
+72.0%
+120.7%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.5% | +1.2% | +1.0% |
| 7D | -5.7% | -10.5% | +4.8% | -1.2% |
| 30D | +18.5% | +0.1% | +18.4% | +18.3% |
| 3M | -4.1% | -4.0% | -0.1% | -2.7% |
| 6M | -20.3% | -5.6% | -14.7% | -18.7% |
| YTD | +15.5% | -29.5% | +45.0% | +30.8% |
| 1Y | -5.0% | -31.5% | +26.6% | +9.2% |
| All | +192.7% | +72.0% | +120.7% | +92.7% |
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 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