-73.2%
DOCS vs SGI
+60.4%
-133.5%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.5% | -3.3% | -3.0% |
| 7D | -1.4% | +8.5% | -10.0% | -5.3% |
| 30D | +21.8% | +0.7% | +21.1% | +21.4% |
| 3M | +27.3% | +0.6% | +26.7% | +25.9% |
| 6M | -0.3% | -17.9% | +17.6% | +7.0% |
| YTD | -40.5% | -21.2% | -19.3% | -35.4% |
| 1Y | -61.5% | -18.9% | -42.7% | -59.4% |
| 3Y | +8.2% | +52.6% | -44.5% | -24.0% |
| All | -73.2% | +60.4% | -133.5% | -84.5% |
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