+304.8%
SGI vs DAR
+311.7%
-6.9%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.1% | -0.9% | -0.3% |
| 7D | -5.3% | +11.6% | -16.9% | -9.7% |
| 30D | -2.1% | -10.2% | +8.2% | +1.9% |
| 3M | -8.2% | -14.8% | +6.7% | -2.9% |
| 6M | -4.6% | -10.1% | +5.5% | -2.7% |
| YTD | -31.5% | +55.5% | -87.0% | -46.4% |
| 1Y | -30.8% | +61.7% | -92.5% | -47.1% |
| 3Y | +67.2% | +37.2% | +30.0% | +27.5% |
| 5Y | +42.5% | -26.9% | +69.4% | +43.4% |
| All | +304.8% | +311.7% | -6.9% | +26.8% |
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