+189.5%
DLR vs SGI
+337.7%
-148.1%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.5% | +0.6% | +0.2% |
| 7D | -2.0% | -10.5% | +8.5% | -0.6% |
| 30D | +0.5% | +0.1% | +0.4% | +0.4% |
| 3M | -4.4% | -4.0% | -0.5% | -4.2% |
| 6M | -6.4% | -5.6% | -0.8% | -6.1% |
| YTD | +19.5% | -29.5% | +49.0% | +24.0% |
| 1Y | +10.5% | -31.5% | +42.0% | +15.1% |
| 3Y | +54.0% | +71.6% | -17.6% | +41.9% |
| 5Y | +39.7% | +50.5% | -10.8% | +27.1% |
| 10Y | +189.5% | +333.9% | -144.3% | +144.9% |
| All | +189.5% | +337.7% | -148.1% | +144.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling