+1,711.4%
SGI vs DAR
+1,618.8%
+92.5%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -1.0% | -4.4% | -5.1% |
| 7D | +1.0% | -9.9% | +10.9% | +4.9% |
| 30D | +3.9% | -16.4% | +20.3% | +10.6% |
| 3M | -0.8% | -17.1% | +16.2% | +5.2% |
| 6M | -18.0% | -20.5% | +2.5% | -12.4% |
| YTD | -27.6% | +39.4% | -67.0% | -38.5% |
| 1Y | -27.2% | +57.2% | -84.5% | -41.2% |
| 3Y | +76.0% | +13.9% | +62.1% | +52.0% |
| 5Y | +50.0% | -40.8% | +90.8% | +62.4% |
| 10Y | +399.1% | +276.2% | +122.8% | +154.7% |
| All | +1,711.4% | +1,618.8% | +92.5% | +489.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling