+262.8%
SGI vs NVS
+179.5%
+83.2%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.2% | +1.2% | +1.1% |
| 7D | -4.5% | -14.3% | +9.8% | +3.4% |
| 30D | +4.2% | -10.0% | +14.1% | +9.2% |
| 3M | -7.4% | -10.9% | +3.4% | -2.8% |
| 6M | -15.1% | -12.0% | -3.1% | -9.9% |
| YTD | -24.7% | +2.5% | -27.2% | -27.4% |
| 1Y | -21.8% | +10.7% | -32.4% | -28.4% |
| 3Y | +50.0% | +53.3% | -3.3% | +8.4% |
| 5Y | +48.9% | +93.6% | -44.7% | -11.8% |
| All | +262.8% | +179.5% | +83.2% | +82.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling