+347.8%
SGI vs NTR
+103.7%
+244.2%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | 0.0% | -2.0% | -1.9% |
| 7D | +0.6% | +0.5% | +0.1% | +0.4% |
| 30D | +5.5% | +21.7% | -16.2% | -3.1% |
| 3M | -3.6% | +22.8% | -26.4% | -12.4% |
| 6M | -15.0% | +8.2% | -23.2% | -19.7% |
| YTD | -23.0% | +32.9% | -56.0% | -34.4% |
| 1Y | -18.4% | +45.3% | -63.7% | -33.8% |
| 3Y | +57.8% | +41.7% | +16.1% | +25.9% |
| 5Y | +51.5% | +49.8% | +1.6% | -4.3% |
| All | +347.8% | +103.7% | +244.2% | +72.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling