+562.4%
SGI vs NWSA
+127.4%
+434.9%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.8% | +2.3% | +1.5% |
| 7D | +8.5% | -1.9% | +10.4% | +9.6% |
| 30D | +0.7% | +4.6% | -3.9% | -2.0% |
| 3M | +0.6% | +13.2% | -12.6% | -6.6% |
| 6M | -17.9% | +27.0% | -44.9% | -28.7% |
| YTD | -21.2% | +16.8% | -38.0% | -28.8% |
| 1Y | -18.9% | +4.5% | -23.4% | -22.5% |
| 3Y | +52.6% | +46.2% | +6.4% | +20.2% |
| 5Y | +60.7% | +40.9% | +19.8% | +26.7% |
| 10Y | +278.1% | +145.1% | +133.0% | +108.8% |
| All | +562.4% | +127.4% | +434.9% | +269.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling