-20.3%
NXT vs SGI
-8.4%
-11.9%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.5% | +1.2% | +1.0% |
| 7D | -5.7% | -10.5% | +4.8% | -0.6% |
| 30D | +18.5% | +0.1% | +18.4% | +18.5% |
| 3M | -4.1% | -4.0% | -0.1% | -2.2% |
| 6M | -20.3% | -5.6% | -14.7% | -15.9% |
| All | -20.3% | -8.4% | -11.9% | -15.9% |
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