+754.5%
DIA vs SGI
+2,083.6%
-1,329.1%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.5% | -1.0% | -0.6% |
| 7D | -0.2% | +8.5% | -8.7% | -1.6% |
| 30D | -1.5% | +0.7% | -2.2% | -1.8% |
| 3M | +3.8% | +0.6% | +3.2% | +3.3% |
| 6M | +10.3% | -17.9% | +28.2% | +13.3% |
| YTD | +12.1% | -21.2% | +33.3% | +15.7% |
| 1Y | +18.6% | -18.9% | +37.5% | +21.5% |
| 3Y | +60.6% | +52.6% | +8.0% | +46.0% |
| 5Y | +64.4% | +60.7% | +3.7% | +44.4% |
| 10Y | +250.1% | +278.1% | -28.0% | +145.2% |
| All | +754.5% | +2,083.6% | -1,329.1% | +261.3% |
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