+467.1%
DDOG vs SGI
+281.2%
+185.8%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.5% | -1.4% | -1.0% |
| 7D | -10.1% | +8.5% | -18.7% | -12.6% |
| 30D | -24.8% | +0.7% | -25.5% | -24.9% |
| 3M | -12.6% | +0.6% | -13.2% | -13.1% |
| 6M | +79.9% | -17.9% | +97.9% | +87.2% |
| YTD | +56.6% | -21.2% | +77.8% | +64.4% |
| 1Y | +61.6% | -18.9% | +80.4% | +68.2% |
| 3Y | +117.9% | +52.6% | +65.2% | +79.6% |
| 5Y | +54.2% | +60.7% | -6.5% | +17.4% |
| All | +467.1% | +281.2% | +185.8% | +284.7% |
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 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