+111.4%
DAL vs SGI
+41.4%
+70.0%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.2% | -0.6% | -0.5% |
| 7D | -1.1% | -5.3% | +4.2% | +1.6% |
| 30D | +12.8% | -2.1% | +14.9% | +13.7% |
| 3M | -5.3% | -8.2% | +2.9% | -1.7% |
| 6M | +22.4% | -4.6% | +26.9% | +24.4% |
| YTD | +25.6% | -31.5% | +57.1% | +48.4% |
| 1Y | +45.5% | -30.8% | +76.3% | +71.1% |
| 3Y | +161.0% | +67.2% | +93.7% | +97.0% |
| All | +111.4% | +41.4% | +70.0% | +58.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling