-37.4%
DOCS vs SGI
+89.8%
-127.2%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -2.8% | -1.5% | -3.0% |
| 7D | -1.3% | +5.3% | -6.7% | -3.7% |
| 30D | +19.4% | +8.2% | +11.2% | +14.9% |
| 3M | +53.4% | -2.2% | +55.6% | +54.5% |
| 6M | +28.8% | -8.4% | +37.2% | +31.4% |
| YTD | -25.1% | -23.4% | -1.6% | -17.8% |
| 1Y | -48.1% | -14.0% | -34.2% | -47.2% |
| 3Y | +51.4% | +78.8% | -27.4% | -2.7% |
| 5Y | -51.1% | +58.6% | -109.7% | -70.0% |
| All | -37.4% | +89.8% | -127.2% | -62.1% |
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