+45.6%
DUK vs SGI
+50.3%
-4.7%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.1% | +2.2% | -0.8% |
| 7D | -1.7% | -4.9% | +3.2% | -1.5% |
| 30D | -2.2% | +1.6% | -3.8% | -2.3% |
| 3M | -3.7% | -3.2% | -0.5% | -3.6% |
| 6M | -6.3% | -16.0% | +9.7% | -5.9% |
| YTD | +4.5% | -25.4% | +29.9% | +5.5% |
| 1Y | +1.8% | -21.6% | +23.4% | +2.5% |
| All | +45.6% | +50.3% | -4.7% | +39.3% |
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