-4.2%
DT vs SGI
-33.4%
+29.2%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.5% | -0.2% |
| 7D | +3.1% | -5.3% | +8.4% | +3.3% |
| 30D | -29.5% | -2.1% | -27.5% | -29.3% |
| 3M | -11.7% | -8.2% | -3.5% | -11.4% |
| 6M | +29.0% | -4.6% | +33.6% | +30.1% |
| YTD | +3.4% | -31.5% | +34.8% | +5.9% |
| 1Y | -4.2% | -30.8% | +26.6% | -1.6% |
| All | -4.2% | -33.4% | +29.2% | -1.6% |
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