+1,872.3%
SGI vs NVS
+766.7%
+1,105.6%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.9% | +2.4% | +1.7% |
| 7D | +8.5% | +4.0% | +4.5% | +5.5% |
| 30D | +0.7% | +3.6% | -2.9% | -1.9% |
| 3M | +0.6% | +7.8% | -7.2% | -4.9% |
| 6M | -17.9% | -0.2% | -17.8% | -18.1% |
| YTD | -21.2% | +19.6% | -40.8% | -30.5% |
| 1Y | -18.9% | +28.4% | -47.2% | -32.0% |
| 3Y | +52.6% | +76.2% | -23.6% | +0.9% |
| 5Y | +60.7% | +111.1% | -50.4% | -8.3% |
| 10Y | +278.1% | +224.3% | +53.9% | +61.2% |
| All | +1,872.3% | +766.7% | +1,105.6% | +353.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling