+560.3%
DIS vs SGI
+1,862.0%
-1,301.7%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -5.3% | +5.3% | +1.2% |
| 7D | +4.4% | -3.9% | +8.3% | +5.2% |
| 30D | +10.3% | +0.9% | +9.4% | +10.0% |
| 3M | +15.5% | -2.9% | +18.4% | +15.9% |
| 6M | +11.2% | -9.0% | +20.2% | +12.6% |
| YTD | +5.6% | -29.2% | +34.8% | +11.9% |
| 1Y | +7.7% | -32.3% | +40.0% | +15.3% |
| 3Y | +39.3% | +72.4% | -33.1% | +21.5% |
| 5Y | -29.5% | +50.6% | -80.2% | -38.5% |
| 10Y | +36.3% | +335.2% | -299.0% | -11.4% |
| All | +560.3% | +1,862.0% | -1,301.7% | +155.2% |
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