+47.4%
SGI vs NVS
+92.9%
-45.6%
-58.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.2% | +1.2% | +1.1% |
| 7D | -4.5% | -14.3% | +9.8% | +0.7% |
| 30D | +4.2% | -10.0% | +14.1% | +7.5% |
| 3M | -7.4% | -10.9% | +3.4% | -4.3% |
| 6M | -15.1% | -12.0% | -3.1% | -11.7% |
| YTD | -24.7% | +2.5% | -27.2% | -26.4% |
| 1Y | -21.8% | +10.7% | -32.4% | -25.9% |
| 3Y | +50.0% | +53.3% | -3.3% | +21.7% |
| All | +47.4% | +92.9% | -45.6% | +2.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling