-10.3%
DOCU vs SGI
-17.2%
+6.9%
-50.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.5% | +3.2% | +3.7% |
| 7D | +6.9% | +8.5% | -1.7% | +6.3% |
| 30D | +19.0% | +0.7% | +18.3% | +18.5% |
| 3M | +34.3% | +0.6% | +33.7% | +33.7% |
| 6M | +48.0% | -17.9% | +66.0% | +47.6% |
| YTD | 0.0% | -21.2% | +21.2% | +0.3% |
| 1Y | -10.3% | -18.9% | +8.6% | -9.6% |
| All | -10.3% | -17.2% | +6.9% | -9.6% |
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