+282.5%
SGI vs DAR
+361.9%
-79.4%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.9% | -3.4% | -1.7% |
| 7D | +9.3% | -0.9% | +10.2% | +9.6% |
| 30D | +6.9% | +13.0% | -6.1% | +0.9% |
| 3M | +2.8% | +15.0% | -12.1% | -4.7% |
| 6M | -12.6% | +26.8% | -39.4% | -23.4% |
| YTD | -21.5% | +86.4% | -107.9% | -42.6% |
| 1Y | -18.8% | +115.1% | -133.8% | -45.2% |
| 3Y | +60.8% | +14.6% | +46.2% | +38.6% |
| 5Y | +60.0% | -8.8% | +68.8% | +45.4% |
| All | +282.5% | +361.9% | -79.4% | +16.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DAR.
Daily Out/Under-Performance
Portfolio return minus DAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAR 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 DAR 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