+145.0%
DPZ vs SGI
+319.5%
-174.5%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.2% | +2.3% | +2.5% |
| 7D | +2.2% | -5.3% | +7.5% | +3.1% |
| 30D | +15.5% | -2.1% | +17.6% | +15.8% |
| 3M | -2.0% | -8.2% | +6.2% | -0.8% |
| 6M | +12.1% | -4.6% | +16.7% | +12.5% |
| YTD | -16.6% | -31.5% | +14.9% | -12.4% |
| 1Y | -14.6% | -30.8% | +16.2% | -10.4% |
| 3Y | -4.1% | +67.2% | -71.4% | -13.3% |
| 5Y | -28.3% | +42.5% | -70.8% | -35.4% |
| All | +145.0% | +319.5% | -174.5% | +75.0% |
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