+153.0%
DASH vs SGI
+54.7%
+98.4%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +0.5% | -5.1% | -4.8% |
| 7D | -10.6% | +8.5% | -19.1% | -12.6% |
| 30D | +2.2% | +0.7% | +1.5% | +1.7% |
| 3M | +32.3% | +0.6% | +31.7% | +31.4% |
| 6M | +19.1% | -17.9% | +37.1% | +24.2% |
| YTD | -6.5% | -21.2% | +14.7% | -1.6% |
| 1Y | -14.9% | -18.9% | +4.0% | -11.3% |
| All | +153.0% | +54.7% | +98.4% | +113.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling