+738.1%
DIA vs SGI
+1,794.5%
-1,056.4%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.0% | +2.6% | +0.1% |
| 7D | +1.6% | -10.7% | +12.3% | +3.5% |
| 30D | +1.2% | -3.6% | +4.8% | +1.7% |
| 3M | -2.4% | -5.4% | +3.0% | -1.8% |
| 6M | +5.7% | -7.0% | +12.7% | +6.4% |
| YTD | +9.9% | -31.6% | +41.5% | +16.0% |
| 1Y | +9.8% | -33.5% | +43.3% | +16.4% |
| 3Y | +59.8% | +66.5% | -6.7% | +43.3% |
| 5Y | +57.7% | +42.2% | +15.5% | +41.3% |
| 10Y | +235.8% | +320.9% | -85.1% | +133.0% |
| All | +738.1% | +1,794.5% | -1,056.4% | +262.3% |
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