+1,770.6%
SGI vs DAR
+1,699.0%
+71.7%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +4.7% | -1.4% | +1.5% |
| 7D | -0.2% | -2.8% | +2.5% | +0.8% |
| 30D | +6.6% | -12.8% | +19.4% | +11.7% |
| 3M | +1.8% | -11.6% | +13.4% | +5.5% |
| 6M | -3.9% | -16.8% | +12.9% | +0.8% |
| YTD | -25.2% | +45.9% | -71.2% | -37.6% |
| 1Y | -26.7% | +61.5% | -88.2% | -41.4% |
| 3Y | +86.8% | +23.0% | +63.8% | +56.6% |
| 5Y | +56.6% | -35.8% | +92.5% | +64.4% |
| 10Y | +384.3% | +280.4% | +103.9% | +146.0% |
| All | +1,770.6% | +1,699.0% | +71.7% | +498.3% |
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