+104.3%
DAL vs SGI
+319.5%
-215.2%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.2% | -0.6% | -0.4% |
| 7D | -1.1% | -5.3% | +4.2% | +1.1% |
| 30D | +12.8% | -2.1% | +14.9% | +13.6% |
| 3M | -5.3% | -8.2% | +2.9% | -2.3% |
| 6M | +22.4% | -4.6% | +26.9% | +24.3% |
| YTD | +25.6% | -31.5% | +57.1% | +44.4% |
| 1Y | +45.5% | -30.8% | +76.3% | +66.6% |
| 3Y | +161.0% | +67.2% | +93.7% | +109.7% |
| 5Y | +112.2% | +42.5% | +69.7% | +72.9% |
| All | +104.3% | +319.5% | -215.2% | +8.0% |
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