-5.1%
DASH vs SGI
+186.5%
-191.5%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | -2.8% | -6.6% | -8.0% |
| 7D | +0.5% | +5.3% | -4.8% | -1.8% |
| 30D | -7.1% | +8.2% | -15.3% | -10.4% |
| 3M | -13.2% | -2.2% | -11.0% | -12.5% |
| 6M | +8.3% | -8.4% | +16.7% | +11.3% |
| YTD | -20.6% | -23.4% | +2.9% | -11.4% |
| 1Y | -24.4% | -14.0% | -10.4% | -22.8% |
| 3Y | +94.5% | +78.8% | +15.7% | +21.5% |
| 5Y | -9.4% | +58.6% | -68.1% | -49.6% |
| All | -5.1% | +186.5% | -191.5% | -47.5% |
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