+50.0%
SGI vs NTRS
+168.2%
-118.1%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.1% | -0.1% | +0.4% |
| 7D | -4.5% | +1.4% | -5.8% | -5.1% |
| 30D | +4.2% | -0.7% | +4.8% | +4.4% |
| 3M | -7.4% | +11.3% | -18.8% | -12.7% |
| 6M | -15.1% | +35.5% | -50.6% | -27.4% |
| YTD | -24.7% | +40.6% | -65.3% | -37.0% |
| 1Y | -21.8% | +49.2% | -71.0% | -36.6% |
| 3Y | +50.0% | +167.2% | -117.2% | -11.7% |
| All | +50.0% | +168.2% | -118.1% | -11.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS 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 NTRS 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