+128.9%
DPZ vs SGI
+419.1%
-290.2%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.8% | +3.1% | +0.7% |
| 7D | +9.5% | +5.3% | +4.2% | +8.6% |
| 30D | +12.8% | +8.2% | +4.6% | +11.3% |
| 3M | -6.2% | -2.2% | -4.0% | -6.0% |
| 6M | +4.3% | -8.4% | +12.7% | +5.1% |
| YTD | -16.6% | -23.4% | +6.8% | -13.9% |
| 1Y | -12.8% | -14.0% | +1.1% | -11.9% |
| 3Y | -0.8% | +78.8% | -79.6% | -11.2% |
| 5Y | -25.8% | +58.6% | -84.4% | -34.2% |
| All | +128.9% | +419.1% | -290.2% | +69.7% |
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