+171.8%
DLR vs SGI
+266.5%
-94.7%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.1% | +1.1% | -1.6% |
| 7D | -1.3% | -4.9% | +3.6% | -0.7% |
| 30D | -2.9% | +1.6% | -4.4% | -3.1% |
| 3M | +3.2% | -3.2% | +6.4% | +3.4% |
| 6M | +3.9% | -16.0% | +19.9% | +5.7% |
| YTD | +21.4% | -25.4% | +46.9% | +25.1% |
| 1Y | +9.7% | -21.6% | +31.3% | +12.1% |
| 3Y | +56.5% | +52.9% | +3.7% | +46.9% |
| 5Y | +41.5% | +47.5% | -6.0% | +29.5% |
| All | +171.8% | +266.5% | -94.7% | +135.6% |
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