+121.4%
DAL vs SGI
+337.7%
-216.3%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.5% | -0.8% |
| 7D | +2.3% | -10.5% | +12.8% | +6.9% |
| 30D | +14.3% | +0.1% | +14.2% | +14.0% |
| 3M | +1.3% | -4.0% | +5.3% | +2.5% |
| 6M | +29.3% | -5.6% | +34.9% | +31.8% |
| YTD | +33.0% | -29.5% | +62.5% | +51.1% |
| 1Y | +59.8% | -31.5% | +91.4% | +83.5% |
| 3Y | +177.2% | +71.6% | +105.6% | +120.3% |
| 5Y | +118.4% | +50.5% | +67.8% | +74.0% |
| 10Y | +121.4% | +333.9% | -212.5% | +13.7% |
| All | +121.4% | +337.7% | -216.3% | +13.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SGI.
Daily Out/Under-Performance
Portfolio return minus SGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SGI 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 SGI 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