-27.8%
DPZ vs SGI
+51.2%
-79.0%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -5.5% | +3.3% | -0.9% |
| 7D | +6.6% | +1.0% | +5.6% | +6.3% |
| 30D | +10.3% | +3.9% | +6.4% | +9.2% |
| 3M | -6.2% | -0.8% | -5.3% | -6.1% |
| 6M | +4.2% | -18.0% | +22.2% | +8.2% |
| YTD | -18.4% | -27.6% | +9.2% | -13.5% |
| 1Y | -14.9% | -27.2% | +12.3% | -10.0% |
| 3Y | -4.6% | +76.0% | -80.6% | -20.8% |
| All | -27.8% | +51.2% | -79.0% | -39.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling