+138.9%
DPZ vs SGI
+318.6%
-179.6%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -3.0% | +4.4% | +1.9% |
| 7D | -2.5% | -10.7% | +8.2% | -0.7% |
| 30D | +12.5% | -3.6% | +16.1% | +13.1% |
| 3M | -5.2% | -5.4% | +0.2% | -4.5% |
| 6M | +8.8% | -7.0% | +15.8% | +9.6% |
| YTD | -18.7% | -31.6% | +13.0% | -14.5% |
| 1Y | -15.7% | -33.5% | +17.8% | -11.0% |
| 3Y | -7.5% | +66.5% | -74.0% | -16.3% |
| 5Y | -30.1% | +42.2% | -72.3% | -37.0% |
| All | +138.9% | +318.6% | -179.6% | +70.7% |
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