+886.7%
DUK vs SGI
+1,986.4%
-1,099.6%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.0% | -0.9% | 0.0% |
| 7D | -0.7% | -4.5% | +3.8% | -0.3% |
| 30D | -2.4% | +4.2% | -6.6% | -2.8% |
| 3M | -3.0% | -7.4% | +4.5% | -2.5% |
| 6M | -6.6% | -15.1% | +8.5% | -5.7% |
| YTD | +4.6% | -24.7% | +29.2% | +6.5% |
| 1Y | +1.2% | -21.8% | +23.0% | +2.6% |
| 3Y | +45.7% | +50.0% | -4.4% | +38.0% |
| 5Y | +40.3% | +48.9% | -8.6% | +30.8% |
| 10Y | +129.9% | +267.1% | -137.2% | +86.5% |
| All | +886.7% | +1,986.4% | -1,099.6% | +466.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling