-12.1%
SGI vs NVDX
-27.2%
+15.1%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | -6.2% | +13.0% | +7.1% |
| 7D | +12.1% | -14.1% | +26.1% | +12.8% |
| 30D | +12.1% | -31.3% | +43.4% | +14.2% |
| 3M | +0.4% | -16.2% | +16.6% | +0.8% |
| 6M | -4.0% | -11.9% | +7.9% | -4.5% |
| YTD | -21.2% | -9.4% | -11.8% | -23.9% |
| 1Y | -12.1% | -23.9% | +11.8% | -14.5% |
| All | -12.1% | -27.2% | +15.1% | -14.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NVDX.
Daily Out/Under-Performance
Portfolio return minus NVDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVDX 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 1y: compounded portfolio wealth divided by compounded NVDX 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…
1y analysis · Full analysis span regression · 6 months rolling