-21.6%
SGI vs DBX
+12.7%
-34.3%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +1.3% | -4.4% | -3.1% |
| 7D | -4.9% | -1.8% | -3.1% | -4.9% |
| 30D | +1.6% | +2.8% | -1.3% | +1.7% |
| 3M | -3.2% | +26.8% | -29.9% | -1.4% |
| 6M | -16.0% | +32.8% | -48.8% | -13.0% |
| YTD | -25.4% | +26.1% | -51.5% | -23.3% |
| 1Y | -21.6% | +14.1% | -35.7% | -19.3% |
| All | -21.6% | +12.7% | -34.3% | -19.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DBX.
Daily Out/Under-Performance
Portfolio return minus DBX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DBX 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 1y: compounded portfolio wealth divided by compounded DBX 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…
1y analysis · Full analysis span regression · 6 months rolling