+43.9%
DIS vs SGI
+78.8%
-34.9%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.8% | +1.3% | -0.8% |
| 7D | +5.7% | +5.3% | +0.4% | +4.3% |
| 30D | +12.7% | +8.2% | +4.5% | +10.4% |
| 3M | +15.2% | -2.2% | +17.4% | +15.3% |
| 6M | +17.6% | -8.4% | +26.0% | +18.9% |
| YTD | +3.8% | -23.4% | +27.3% | +9.3% |
| 1Y | +6.8% | -14.0% | +20.8% | +9.1% |
| All | +43.9% | +78.8% | -34.9% | +36.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling