+118.4%
DAL vs SGI
+48.7%
+69.6%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.5% | -0.7% |
| 7D | +2.3% | -10.5% | +12.8% | +7.9% |
| 30D | +14.3% | +0.1% | +14.2% | +13.9% |
| 3M | +1.3% | -4.0% | +5.3% | +2.7% |
| 6M | +29.3% | -5.6% | +34.9% | +32.0% |
| YTD | +33.0% | -29.5% | +62.5% | +54.8% |
| 1Y | +59.8% | -31.5% | +91.4% | +88.5% |
| 3Y | +177.2% | +71.6% | +105.6% | +106.8% |
| 5Y | +118.4% | +50.5% | +67.8% | +54.0% |
| All | +118.4% | +48.7% | +69.6% | +54.0% |
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 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