+583.4%
DG vs SGI
+1,326.1%
-742.7%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.5% | +1.0% | +1.4% |
| 7D | +8.4% | +8.5% | -0.1% | +7.5% |
| 30D | +4.9% | +0.7% | +4.3% | +4.8% |
| 3M | +29.3% | +0.6% | +28.7% | +29.1% |
| 6M | -11.3% | -17.9% | +6.7% | -9.8% |
| YTD | +1.8% | -21.2% | +22.9% | +3.7% |
| 1Y | +25.3% | -18.9% | +44.2% | +27.3% |
| 3Y | +9.1% | +52.6% | -43.6% | +3.0% |
| 5Y | -34.9% | +60.7% | -95.6% | -39.9% |
| 10Y | +108.2% | +278.1% | -170.0% | +72.2% |
| All | +583.4% | +1,326.1% | -742.7% | +355.2% |
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 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