+155.0%
DPZ vs SGI
+277.9%
-122.9%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.5% | -2.2% | -1.8% |
| 7D | -2.5% | +8.5% | -11.1% | -3.8% |
| 30D | -7.0% | +0.7% | -7.6% | -7.1% |
| 3M | +11.6% | +0.6% | +11.0% | +11.2% |
| 6M | -15.2% | -17.9% | +2.8% | -13.2% |
| YTD | -17.2% | -21.2% | +3.9% | -15.0% |
| 1Y | -24.8% | -18.9% | -6.0% | -23.3% |
| 3Y | -8.7% | +52.6% | -61.3% | -16.3% |
| 5Y | -28.9% | +60.7% | -89.6% | -37.0% |
| All | +155.0% | +277.9% | -122.9% | +83.5% |
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