+484.4%
SGI vs DBX
+15.6%
+468.7%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | +0.2% | +0.2% |
| 7D | -5.3% | -3.3% | -2.1% | -4.4% |
| 30D | -2.1% | -5.9% | +3.8% | -0.1% |
| 3M | -8.2% | -6.7% | -1.5% | -6.5% |
| 6M | -4.6% | +28.0% | -32.5% | -13.9% |
| YTD | -31.5% | +20.6% | -52.1% | -37.6% |
| 1Y | -30.8% | +10.3% | -41.1% | -35.0% |
| 3Y | +67.2% | +24.0% | +43.2% | +43.6% |
| 5Y | +42.5% | +24.2% | +18.3% | +20.0% |
| All | +484.4% | +15.6% | +468.7% | +319.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling