+572.0%
SGI vs DBX
+20.1%
+551.9%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.4% | +2.9% | +1.3% |
| 7D | +8.5% | -2.4% | +11.0% | +9.5% |
| 30D | +0.7% | -0.5% | +1.2% | +0.7% |
| 3M | +0.6% | +28.1% | -27.4% | -8.3% |
| 6M | -17.9% | +33.1% | -51.0% | -27.5% |
| YTD | -21.2% | +25.3% | -46.5% | -28.8% |
| 1Y | -18.9% | +18.3% | -37.2% | -25.8% |
| 3Y | +52.6% | +25.0% | +27.6% | +31.4% |
| 5Y | +60.7% | +7.5% | +53.2% | +41.9% |
| All | +572.0% | +20.1% | +551.9% | +378.0% |
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