+1,766.1%
SGI vs NTRS
+617.4%
+1,148.7%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +1.4% | -4.5% | -4.0% |
| 7D | -4.9% | +0.3% | -5.2% | -5.1% |
| 30D | +1.6% | +0.2% | +1.4% | +1.3% |
| 3M | -3.2% | +13.2% | -16.4% | -10.8% |
| 6M | -16.0% | +36.9% | -53.0% | -31.4% |
| YTD | -25.4% | +39.1% | -64.5% | -39.9% |
| 1Y | -21.6% | +50.4% | -72.0% | -40.1% |
| 3Y | +52.9% | +166.8% | -113.9% | -21.3% |
| 5Y | +47.5% | +92.9% | -45.4% | -9.2% |
| 10Y | +263.5% | +255.7% | +7.8% | +43.3% |
| All | +1,766.1% | +617.4% | +1,148.7% | +355.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling