+1,863.5%
SGI vs NVS
+645.9%
+1,217.6%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -13.9% | +13.5% | +8.4% |
| 7D | +9.3% | -14.6% | +23.9% | +19.6% |
| 30D | +6.9% | -11.9% | +18.8% | +14.2% |
| 3M | +2.8% | -6.0% | +8.8% | +5.0% |
| 6M | -12.6% | -11.4% | -1.2% | -7.0% |
| YTD | -21.5% | +2.9% | -24.4% | -24.6% |
| 1Y | -18.8% | +10.2% | -29.0% | -25.8% |
| 3Y | +60.8% | +55.3% | +5.5% | +13.8% |
| 5Y | +60.0% | +89.6% | -29.6% | -3.5% |
| 10Y | +267.8% | +176.1% | +91.8% | +72.0% |
| All | +1,863.5% | +645.9% | +1,217.6% | +391.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NVS.
Daily Out/Under-Performance
Portfolio return minus NVS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVS 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded NVS 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling