+61.9%
DDOG vs SGI
-18.4%
+80.3%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | -1.9% | +9.1% | +7.3% |
| 7D | +7.7% | +0.6% | +7.1% | +7.6% |
| 30D | -13.6% | +5.5% | -19.1% | -14.1% |
| 3M | -0.9% | -3.6% | +2.7% | -0.5% |
| 6M | +75.2% | -15.0% | +90.3% | +79.8% |
| YTD | +65.7% | -23.0% | +88.7% | +76.7% |
| All | +61.9% | -18.4% | +80.3% | +51.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling