+1,615.1%
SGI vs DD
+318.6%
+1,296.5%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.6% | +0.8% | +0.6% |
| 7D | -5.3% | +5.0% | -10.3% | -8.1% |
| 30D | -2.1% | +19.7% | -21.8% | -12.7% |
| 3M | -8.2% | +7.2% | -15.4% | -12.7% |
| 6M | -4.6% | +1.0% | -5.6% | -6.2% |
| YTD | -31.5% | +29.1% | -60.6% | -42.2% |
| 1Y | -30.8% | +28.5% | -59.3% | -41.6% |
| 3Y | +67.2% | +89.4% | -22.2% | +7.2% |
| 5Y | +42.5% | +67.1% | -24.6% | -1.9% |
| 10Y | +321.9% | +97.5% | +224.3% | +142.0% |
| All | +1,615.1% | +318.6% | +1,296.5% | +427.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling