+98.6%
DOCU vs SGI
+559.0%
-460.4%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.8% | +0.8% | -1.0% |
| 7D | -3.2% | +5.3% | -8.5% | -5.0% |
| 30D | +15.7% | +8.2% | +7.5% | +12.3% |
| 3M | +37.3% | -2.2% | +39.5% | +37.5% |
| 6M | +63.1% | -8.4% | +71.6% | +65.0% |
| YTD | +15.4% | -23.4% | +38.8% | +22.7% |
| 1Y | +11.3% | -14.0% | +25.3% | +12.8% |
| 3Y | +92.1% | +78.8% | +13.3% | +46.7% |
| 5Y | -70.5% | +58.6% | -129.1% | -77.6% |
| All | +98.6% | +559.0% | -460.4% | +5.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling