+145.3%
DAL vs SGI
+277.9%
-132.6%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.5% | +1.3% | +1.6% |
| 7D | +0.1% | +8.5% | -8.4% | -3.1% |
| 30D | -13.9% | +0.7% | -14.6% | -14.4% |
| 3M | +1.1% | +0.6% | +0.5% | +0.6% |
| 6M | +26.2% | -17.9% | +44.2% | +35.5% |
| YTD | +16.4% | -21.2% | +37.6% | +26.5% |
| 1Y | +33.9% | -18.9% | +52.7% | +43.0% |
| 3Y | +93.4% | +52.6% | +40.7% | +60.9% |
| 5Y | +106.4% | +60.7% | +45.6% | +61.5% |
| All | +145.3% | +277.9% | -132.6% | +28.5% |
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