+132.0%
DPZ vs SGI
+337.7%
-205.7%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | 0.0% | -0.4% |
| 7D | -3.5% | -10.5% | +6.9% | -1.8% |
| 30D | +5.7% | +0.1% | +5.5% | +5.6% |
| 3M | -7.5% | -4.0% | -3.5% | -7.0% |
| 6M | +6.2% | -5.6% | +11.8% | +6.7% |
| YTD | -19.8% | -29.5% | +9.7% | -16.1% |
| 1Y | -18.0% | -31.5% | +13.5% | -13.9% |
| 3Y | -8.8% | +71.6% | -80.4% | -17.9% |
| 5Y | -30.2% | +50.5% | -80.7% | -37.6% |
| 10Y | +132.0% | +333.9% | -201.9% | +66.1% |
| All | +132.0% | +337.7% | -205.7% | +66.1% |
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