+259.2%
SGI vs NWSA
+148.8%
+110.4%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.8% | -2.3% | -2.7% |
| 7D | -4.9% | -4.8% | -0.2% | -2.3% |
| 30D | +1.6% | +3.0% | -1.4% | -0.2% |
| 3M | -3.2% | +9.3% | -12.5% | -8.7% |
| 6M | -16.0% | +23.2% | -39.2% | -26.4% |
| YTD | -25.4% | +13.3% | -38.8% | -31.9% |
| 1Y | -21.6% | +2.9% | -24.5% | -24.6% |
| 3Y | +52.9% | +43.3% | +9.5% | +19.4% |
| 5Y | +47.5% | +40.9% | +6.6% | +13.8% |
| All | +259.2% | +148.8% | +110.4% | +77.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA 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 NWSA 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