+259.2%
SGI vs DD
+67.0%
+192.2%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.5% | -2.6% | -2.8% |
| 7D | -4.9% | -2.9% | -2.0% | -3.1% |
| 30D | +1.6% | -11.5% | +13.1% | +9.5% |
| 3M | -3.2% | -5.4% | +2.2% | -0.1% |
| 6M | -16.0% | -6.9% | -9.1% | -12.6% |
| YTD | -25.4% | +6.9% | -32.3% | -29.0% |
| 1Y | -21.6% | +35.6% | -57.2% | -36.3% |
| 3Y | +52.9% | +42.5% | +10.3% | +16.4% |
| 5Y | +47.5% | +58.5% | -11.0% | +3.3% |
| All | +259.2% | +67.0% | +192.2% | +78.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded DD 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling