+1,872.3%
SGI vs DAR
+2,132.5%
-260.3%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.9% | +1.4% | +0.8% |
| 7D | +8.5% | +1.4% | +7.2% | +7.9% |
| 30D | +0.7% | +12.8% | -12.1% | -4.4% |
| 3M | +0.6% | +7.4% | -6.8% | -3.3% |
| 6M | -17.9% | +22.3% | -40.2% | -25.7% |
| YTD | -21.2% | +81.1% | -102.3% | -38.9% |
| 1Y | -18.9% | +106.5% | -125.4% | -41.0% |
| 3Y | +52.6% | +5.3% | +47.3% | +37.6% |
| 5Y | +60.7% | -11.5% | +72.3% | +49.3% |
| 10Y | +278.1% | +353.3% | -75.2% | +80.1% |
| All | +1,872.3% | +2,132.5% | -260.3% | +485.6% |
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