+11.7%
DASH vs SGI
+194.9%
-183.2%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +0.5% | -5.1% | -4.9% |
| 7D | -10.6% | +8.5% | -19.1% | -14.4% |
| 30D | +2.2% | +0.7% | +1.5% | +1.2% |
| 3M | +32.3% | +0.6% | +31.7% | +30.4% |
| 6M | +19.1% | -17.9% | +37.1% | +28.7% |
| YTD | -6.5% | -21.2% | +14.7% | +2.5% |
| 1Y | -14.9% | -18.9% | +4.0% | -10.2% |
| 3Y | +151.9% | +52.6% | +99.3% | +73.1% |
| 5Y | +9.4% | +60.7% | -51.3% | -39.8% |
| All | +11.7% | +194.9% | -183.2% | -39.2% |
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