+67.2%
SGI vs NVS
+90.8%
-23.6%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.2% | +0.1% | +0.2% |
| 7D | -5.3% | -1.3% | -4.1% | -4.9% |
| 30D | -2.1% | +9.3% | -11.3% | -4.7% |
| 3M | -8.2% | +5.8% | -14.0% | -10.5% |
| 6M | -4.6% | +7.2% | -11.7% | -7.6% |
| YTD | -31.5% | +20.0% | -51.4% | -35.8% |
| 1Y | -30.8% | +25.4% | -56.2% | -36.1% |
| 3Y | +67.2% | +89.2% | -22.0% | +33.9% |
| All | +67.2% | +90.8% | -23.6% | +33.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling