+7.4%
DASH vs SGI
+60.4%
-53.0%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +0.5% | -5.1% | -4.9% |
| 7D | -10.6% | +8.5% | -19.1% | -14.7% |
| 30D | +2.2% | +0.7% | +1.5% | +1.1% |
| 3M | +32.3% | +0.6% | +31.7% | +30.2% |
| 6M | +19.1% | -17.9% | +37.1% | +29.5% |
| YTD | -6.5% | -21.2% | +14.7% | +3.2% |
| 1Y | -14.9% | -18.9% | +4.0% | -9.9% |
| 3Y | +151.9% | +52.6% | +99.3% | +63.6% |
| All | +7.4% | +60.4% | -53.0% | -44.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling