+6.2%
DT vs SGI
+59.4%
-53.2%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.4% | -2.7% | -3.0% |
| 7D | -4.9% | +9.3% | -14.1% | -6.6% |
| 30D | +2.7% | +6.9% | -4.2% | +1.3% |
| 3M | +20.0% | +2.8% | +17.1% | +18.9% |
| 6M | +28.0% | -12.6% | +40.6% | +30.3% |
| YTD | +16.0% | -21.5% | +37.6% | +21.2% |
| 1Y | +0.7% | -18.8% | +19.5% | +3.7% |
| 3Y | +6.2% | +60.8% | -54.6% | -12.9% |
| All | +6.2% | +59.4% | -53.2% | -12.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling