+741.2%
DIA vs SGI
+1,852.9%
-1,111.7%
-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 | -1.6% | -10.5% | +8.9% | +0.2% |
| 30D | +1.3% | +0.1% | +1.1% | +1.1% |
| 3M | -2.1% | -4.0% | +1.9% | -1.7% |
| 6M | +6.2% | -5.6% | +11.9% | +6.7% |
| YTD | +10.3% | -29.5% | +39.9% | +15.8% |
| 1Y | +11.0% | -31.5% | +42.5% | +17.1% |
| 3Y | +60.4% | +71.6% | -11.2% | +43.1% |
| 5Y | +59.1% | +50.5% | +8.6% | +41.2% |
| 10Y | +237.1% | +333.9% | -96.8% | +132.7% |
| All | +741.2% | +1,852.9% | -1,111.7% | +261.8% |
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 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