+338.2%
SGI vs NTR
+97.9%
+240.2%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.4% | +1.4% | +1.1% |
| 7D | -4.5% | -1.3% | -3.2% | -3.9% |
| 30D | +4.2% | +16.8% | -12.6% | -2.6% |
| 3M | -7.4% | +20.7% | -28.2% | -15.3% |
| 6M | -15.1% | +0.5% | -15.6% | -16.9% |
| YTD | -24.7% | +29.2% | -53.9% | -35.0% |
| 1Y | -21.8% | +39.6% | -61.3% | -35.4% |
| 3Y | +50.0% | +37.9% | +12.2% | +21.2% |
| 5Y | +48.9% | +47.1% | +1.9% | -5.4% |
| All | +338.2% | +97.9% | +240.2% | +71.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NTR.
Daily Out/Under-Performance
Portfolio return minus NTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTR 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 10y: compounded portfolio wealth divided by compounded NTR 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…
10y analysis · Full analysis span regression · 6 months rolling