+35.3%
DLR vs SGI
+61.8%
-26.5%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.4% | +1.0% | +0.7% |
| 7D | +3.4% | +9.3% | -5.9% | +1.1% |
| 30D | -2.2% | +6.9% | -9.1% | -4.0% |
| 3M | +4.7% | +2.8% | +1.9% | +3.5% |
| 6M | +9.0% | -12.6% | +21.6% | +11.6% |
| YTD | +24.1% | -21.5% | +45.7% | +29.9% |
| 1Y | +20.9% | -18.8% | +39.7% | +24.9% |
| 3Y | +60.0% | +60.8% | -0.8% | +35.3% |
| 5Y | +35.3% | +60.0% | -24.7% | +3.3% |
| All | +35.3% | +61.8% | -26.5% | +3.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling