+89.6%
DE vs SGI
+67.2%
+22.4%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.2% | -1.0% | -0.8% |
| 7D | +0.3% | -5.3% | +5.6% | +1.8% |
| 30D | +3.6% | -2.1% | +5.6% | +3.8% |
| 3M | +10.2% | -8.2% | +18.4% | +12.3% |
| 6M | +16.6% | -4.6% | +21.1% | +16.9% |
| YTD | +45.8% | -31.5% | +77.3% | +60.4% |
| 1Y | +43.9% | -30.8% | +74.7% | +57.6% |
| 3Y | +89.6% | +67.2% | +22.4% | +50.8% |
| All | +89.6% | +67.2% | +22.4% | +50.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling