+11.0%
DIA vs SGI
-32.6%
+43.6%
-9.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.5% | +1.0% | +0.6% |
| 7D | -1.6% | -10.5% | +8.9% | +0.5% |
| 30D | +1.3% | +0.1% | +1.1% | +1.1% |
| 3M | -2.1% | -4.0% | +1.9% | -1.5% |
| 6M | +6.2% | -5.6% | +11.9% | +6.7% |
| YTD | +10.3% | -29.5% | +39.9% | +16.0% |
| 1Y | +11.0% | -31.5% | +42.5% | +17.7% |
| All | +11.0% | -32.6% | +43.6% | +17.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling