+3,016.0%
DE vs SGI
+1,986.4%
+1,029.6%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.0% | -1.3% | -0.6% |
| 7D | -2.6% | -4.5% | +1.9% | -1.5% |
| 30D | +9.0% | +4.2% | +4.9% | +7.8% |
| 3M | +19.1% | -7.4% | +26.6% | +21.0% |
| 6M | +14.4% | -15.1% | +29.4% | +17.9% |
| YTD | +45.9% | -24.7% | +70.6% | +54.4% |
| 1Y | +43.6% | -21.8% | +65.4% | +50.0% |
| 3Y | +75.9% | +50.0% | +25.8% | +55.1% |
| 5Y | +98.8% | +48.9% | +49.8% | +69.6% |
| 10Y | +861.4% | +267.1% | +594.3% | +494.3% |
| All | +3,016.0% | +1,986.4% | +1,029.6% | +828.4% |
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