-5.5%
DDOG vs SGI
+48.6%
-54.1%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -5.3% | +4.6% | +1.4% |
| 7D | -19.1% | -3.9% | -15.2% | -18.4% |
| 30D | -39.2% | +0.9% | -40.1% | -40.4% |
| 3M | -31.6% | -2.9% | -28.7% | -32.3% |
| 6M | -10.9% | -9.0% | -1.9% | -10.0% |
| YTD | +31.2% | -29.2% | +60.4% | +45.1% |
| 1Y | -10.7% | -32.3% | +21.6% | +1.1% |
| 3Y | +72.1% | +72.4% | -0.3% | +8.4% |
| 5Y | -5.5% | +50.6% | -56.1% | -45.2% |
| All | -5.5% | +48.6% | -54.1% | -45.2% |
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 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