+391.0%
DDOG vs SGI
+241.0%
+150.1%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -0.5% | +3.8% | +3.5% |
| 7D | -2.3% | -10.5% | +8.2% | +0.8% |
| 30D | -35.8% | +0.1% | -36.0% | -36.6% |
| 3M | -25.3% | -4.0% | -21.3% | -25.5% |
| 6M | -8.9% | -5.6% | -3.2% | -9.1% |
| YTD | +35.6% | -29.5% | +65.1% | +45.6% |
| 1Y | -6.8% | -31.5% | +24.7% | +1.0% |
| 3Y | +77.9% | +71.6% | +6.3% | +39.2% |
| 5Y | -3.1% | +50.5% | -53.7% | -25.2% |
| All | +391.0% | +241.0% | +150.1% | +240.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling