+1,872.3%
SGI vs DD
+258.2%
+1,614.0%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.4% | +0.2% | +0.3% |
| 7D | +8.5% | -3.5% | +12.1% | +10.9% |
| 30D | +0.7% | -10.3% | +11.0% | +7.5% |
| 3M | +0.6% | -7.5% | +8.1% | +5.3% |
| 6M | -17.9% | -8.0% | -9.9% | -14.0% |
| YTD | -21.2% | +10.5% | -31.6% | -26.4% |
| 1Y | -18.9% | +38.3% | -57.1% | -34.6% |
| 3Y | +52.6% | +42.5% | +10.1% | +17.1% |
| 5Y | +60.7% | +60.2% | +0.5% | +13.6% |
| 10Y | +278.1% | +68.9% | +209.2% | +140.4% |
| All | +1,872.3% | +258.2% | +1,614.0% | +571.5% |
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