+381.8%
DAL vs SGI
+1,040.3%
-658.5%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -2.8% | -1.6% | -3.3% |
| 7D | +4.6% | +5.3% | -0.8% | +2.7% |
| 30D | +2.3% | +8.2% | -5.9% | -0.6% |
| 3M | -8.1% | -2.2% | -5.9% | -7.6% |
| 6M | +21.4% | -8.4% | +29.8% | +24.8% |
| YTD | +24.3% | -23.4% | +47.7% | +35.8% |
| 1Y | +47.4% | -14.0% | +61.3% | +53.7% |
| 3Y | +164.6% | +78.8% | +85.8% | +111.2% |
| 5Y | +100.2% | +58.6% | +41.6% | +61.0% |
| 10Y | +124.9% | +427.8% | -303.0% | +5.1% |
| All | +381.8% | +1,040.3% | -658.5% | -9.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling