-25.8%
DPZ vs SGI
+57.3%
-83.1%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.8% | +3.1% | +0.9% |
| 7D | +9.5% | +5.3% | +4.2% | +8.2% |
| 30D | +12.8% | +8.2% | +4.6% | +10.7% |
| 3M | -6.2% | -2.2% | -4.0% | -6.0% |
| 6M | +4.3% | -8.4% | +12.7% | +5.3% |
| YTD | -16.6% | -23.4% | +6.8% | -12.7% |
| 1Y | -12.8% | -14.0% | +1.1% | -11.8% |
| 3Y | -0.8% | +78.8% | -79.6% | -17.9% |
| 5Y | -25.8% | +58.6% | -84.4% | -38.1% |
| All | -25.8% | +57.3% | -83.1% | -38.1% |
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 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