-47.3%
DOCS vs SGI
-10.7%
-36.6%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +6.8% | -0.5% | +5.1% |
| 7D | +1.2% | +12.1% | -10.8% | -0.7% |
| 30D | +21.3% | +12.1% | +9.2% | +19.0% |
| 3M | +58.4% | +0.4% | +58.0% | +57.0% |
| 6M | +39.3% | -4.0% | +43.3% | +37.7% |
| YTD | -21.7% | -21.2% | -0.5% | -21.2% |
| 1Y | -47.3% | -12.1% | -35.3% | -47.0% |
| All | -47.3% | -10.7% | -36.6% | -47.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling