+13.7%
DOCU vs SGI
-10.7%
+24.4%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +6.8% | -6.7% | -0.3% |
| 7D | -3.7% | +12.1% | -15.8% | -4.5% |
| 30D | +15.0% | +12.1% | +2.9% | +14.0% |
| 3M | +39.9% | +0.4% | +39.5% | +39.2% |
| 6M | +66.2% | -4.0% | +70.2% | +64.6% |
| YTD | +17.7% | -21.2% | +38.9% | +18.3% |
| 1Y | +13.7% | -12.1% | +25.8% | +13.8% |
| All | +13.7% | -10.7% | +24.4% | +13.8% |
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 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