+99.2%
DE vs SGI
+50.6%
+48.6%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.9% | +1.4% | 0.0% |
| 7D | -3.0% | +0.6% | -3.6% | -3.2% |
| 30D | +11.1% | +5.5% | +5.6% | +9.3% |
| 3M | +17.6% | -3.6% | +21.2% | +18.4% |
| 6M | +13.6% | -15.0% | +28.6% | +17.6% |
| YTD | +46.3% | -23.0% | +69.3% | +55.2% |
| 1Y | +44.2% | -18.4% | +62.6% | +49.8% |
| 3Y | +76.6% | +57.8% | +18.8% | +50.5% |
| All | +99.2% | +50.6% | +48.6% | +65.7% |
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 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