+247.6%
DIA vs SGI
+270.1%
-22.5%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.0% | 0.0% | +0.8% |
| 7D | -1.6% | -4.5% | +2.9% | -0.7% |
| 30D | -2.0% | +4.2% | -6.2% | -2.9% |
| 3M | +3.6% | -7.4% | +11.1% | +4.9% |
| 6M | +11.5% | -15.1% | +26.6% | +14.3% |
| YTD | +10.4% | -24.7% | +35.0% | +15.5% |
| 1Y | +15.6% | -21.8% | +37.3% | +19.7% |
| 3Y | +58.9% | +50.0% | +8.8% | +42.3% |
| 5Y | +65.3% | +48.9% | +16.4% | +43.5% |
| All | +247.6% | +270.1% | -22.5% | +128.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling