+161.0%
DAL vs SGI
+67.2%
+93.7%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.2% | -0.6% | -0.5% |
| 7D | -1.1% | -5.3% | +4.2% | +1.8% |
| 30D | +12.8% | -2.1% | +14.9% | +13.8% |
| 3M | -5.3% | -8.2% | +2.9% | -1.5% |
| 6M | +22.4% | -4.6% | +26.9% | +24.4% |
| YTD | +25.6% | -31.5% | +57.1% | +49.7% |
| 1Y | +45.5% | -30.8% | +76.3% | +72.4% |
| 3Y | +161.0% | +67.2% | +93.7% | +97.6% |
| All | +161.0% | +67.2% | +93.7% | +97.6% |
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