+60.0%
SGI vs DD
+61.7%
-1.7%
-58.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.2% | -0.2% | -0.3% |
| 7D | +9.3% | -0.6% | +9.9% | +9.7% |
| 30D | +6.9% | -7.4% | +14.3% | +11.8% |
| 3M | +2.8% | -6.4% | +9.3% | +6.8% |
| 6M | -12.6% | -2.5% | -10.1% | -11.6% |
| YTD | -21.5% | +10.2% | -31.8% | -26.6% |
| 1Y | -18.8% | +36.9% | -55.7% | -34.0% |
| 3Y | +60.8% | +47.0% | +13.8% | +21.2% |
| 5Y | +60.0% | +63.1% | -3.1% | +11.8% |
| All | +60.0% | +61.7% | -1.7% | +11.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling