+60.8%
SGI vs DD
+47.1%
+13.7%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.2% | -0.2% | -0.3% |
| 7D | +9.3% | -0.6% | +9.9% | +9.6% |
| 30D | +6.9% | -7.4% | +14.3% | +11.1% |
| 3M | +2.8% | -6.4% | +9.3% | +6.2% |
| 6M | -12.6% | -2.5% | -10.1% | -11.6% |
| YTD | -21.5% | +10.2% | -31.8% | -25.4% |
| 1Y | -18.8% | +36.9% | -55.7% | -31.1% |
| 3Y | +60.8% | +47.0% | +13.8% | +33.6% |
| All | +60.8% | +47.1% | +13.7% | +33.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling