-5.2%
DASH vs SGI
+170.9%
-176.0%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -5.5% | +5.3% | +2.7% |
| 7D | +0.4% | +1.0% | -0.6% | +0.1% |
| 30D | -6.0% | +3.9% | -10.0% | -7.6% |
| 3M | -15.8% | -0.8% | -14.9% | -15.5% |
| 6M | +7.0% | -18.0% | +24.9% | +16.4% |
| YTD | -20.7% | -27.6% | +6.9% | -9.0% |
| 1Y | -8.5% | -27.2% | +18.7% | +4.3% |
| 3Y | +101.8% | +76.0% | +25.8% | +26.2% |
| 5Y | -9.6% | +50.0% | -59.5% | -48.2% |
| All | -5.2% | +170.9% | -176.0% | -46.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling