-38.7%
DOCS vs SGI
+79.5%
-118.1%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -5.5% | +3.4% | +0.5% |
| 7D | -0.8% | +1.0% | -1.7% | -1.2% |
| 30D | +17.4% | +3.9% | +13.5% | +15.1% |
| 3M | +57.4% | -0.8% | +58.2% | +57.5% |
| 6M | +26.5% | -18.0% | +44.5% | +36.2% |
| YTD | -26.6% | -27.6% | +1.0% | -17.3% |
| 1Y | -48.1% | -27.2% | -20.8% | -42.0% |
| 3Y | +52.6% | +76.0% | -23.4% | -1.7% |
| 5Y | -52.1% | +50.0% | -102.1% | -69.8% |
| All | -38.7% | +79.5% | -118.1% | -61.9% |
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