+21.4%
DAL vs SGI
-7.7%
+29.2%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -2.8% | -1.6% | -2.8% |
| 7D | +4.6% | +5.3% | -0.8% | +1.8% |
| 30D | +2.3% | +8.2% | -5.9% | -2.0% |
| 3M | -8.1% | -2.2% | -5.9% | -7.2% |
| 6M | +21.4% | -8.4% | +29.8% | +26.6% |
| All | +21.4% | -7.7% | +29.2% | +26.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling