+67.3%
DVN vs SGI
+270.1%
-202.8%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.0% | -0.6% | +0.1% |
| 7D | +4.5% | -4.5% | +9.0% | +6.0% |
| 30D | +12.0% | +4.2% | +7.8% | +10.1% |
| 3M | +13.4% | -7.4% | +20.8% | +14.8% |
| 6M | +12.1% | -15.1% | +27.2% | +14.1% |
| YTD | +38.8% | -24.7% | +63.5% | +46.7% |
| 1Y | +46.0% | -21.8% | +67.8% | +51.0% |
| 3Y | +9.5% | +50.0% | -40.6% | -13.8% |
| 5Y | +125.3% | +48.9% | +76.3% | +68.6% |
| All | +67.3% | +270.1% | -202.8% | -35.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling