+95.5%
DOCU vs SGI
+509.6%
-414.1%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -5.3% | +5.2% | +1.7% |
| 7D | -3.4% | -3.9% | +0.6% | -2.3% |
| 30D | +9.3% | +0.9% | +8.3% | +8.4% |
| 3M | +30.2% | -2.9% | +33.1% | +30.7% |
| 6M | +62.1% | -9.0% | +71.1% | +64.9% |
| YTD | +13.5% | -29.2% | +42.7% | +23.8% |
| 1Y | +11.5% | -32.3% | +43.8% | +23.3% |
| 3Y | +89.5% | +72.4% | +17.1% | +46.2% |
| 5Y | -69.6% | +50.6% | -120.3% | -76.5% |
| All | +95.5% | +509.6% | -414.1% | +6.7% |
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