-3.4%
DT vs SGI
-33.8%
+30.4%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -3.0% | +4.5% | +1.6% |
| 7D | +2.7% | -10.7% | +13.4% | +3.0% |
| 30D | -30.4% | -3.6% | -26.8% | -30.1% |
| 3M | -9.4% | -5.4% | -4.0% | -9.1% |
| 6M | +14.5% | -7.0% | +21.6% | +15.4% |
| YTD | +3.6% | -31.6% | +35.2% | +6.1% |
| 1Y | -3.4% | -33.5% | +30.1% | -0.8% |
| All | -3.4% | -33.8% | +30.4% | -0.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling