+39.3%
DOCS vs SGI
-7.6%
+46.9%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +6.8% | -0.5% | +4.5% |
| 7D | +1.2% | +12.1% | -10.8% | -1.7% |
| 30D | +21.3% | +12.1% | +9.2% | +17.8% |
| 3M | +58.4% | +0.4% | +58.0% | +56.1% |
| 6M | +39.3% | -4.0% | +43.3% | +36.8% |
| All | +39.3% | -7.6% | +46.9% | +36.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling