+114.1%
DASH vs SGI
+80.7%
+33.3%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.3% | -2.6% | -0.4% |
| 7D | -4.8% | -0.2% | -4.6% | -4.6% |
| 30D | -7.9% | +6.6% | -14.5% | -9.5% |
| 3M | -16.3% | +1.8% | -18.1% | -16.8% |
| 6M | +10.4% | -3.9% | +14.3% | +11.0% |
| YTD | -20.1% | -25.2% | +5.1% | -14.3% |
| 1Y | -11.4% | -26.7% | +15.3% | -4.6% |
| 3Y | +114.1% | +86.8% | +27.3% | +58.1% |
| All | +114.1% | +80.7% | +33.3% | +58.1% |
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 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