+98.5%
DAL vs SGI
+54.7%
+43.8%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.5% | +1.3% | +1.5% |
| 7D | +0.1% | +8.5% | -8.4% | -4.1% |
| 30D | -13.9% | +0.7% | -14.6% | -14.5% |
| 3M | +1.1% | +0.6% | +0.5% | +0.3% |
| 6M | +26.2% | -17.9% | +44.2% | +37.7% |
| YTD | +16.4% | -21.2% | +37.6% | +28.9% |
| 1Y | +33.9% | -18.9% | +52.7% | +45.2% |
| All | +98.5% | +54.7% | +43.8% | +53.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling