+1,663.9%
SGI vs DD
+323.6%
+1,340.3%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.3% | 0.0% |
| 7D | -10.5% | +3.2% | -13.7% | -12.3% |
| 30D | +0.1% | +20.3% | -20.1% | -11.0% |
| 3M | -4.0% | +8.2% | -12.1% | -9.2% |
| 6M | -5.6% | +3.4% | -9.0% | -8.6% |
| YTD | -29.5% | +30.6% | -60.1% | -41.0% |
| 1Y | -31.5% | +30.6% | -62.2% | -42.7% |
| 3Y | +71.6% | +91.1% | -19.5% | +9.5% |
| 5Y | +50.5% | +68.6% | -18.1% | +3.1% |
| 10Y | +333.9% | +99.9% | +234.0% | +147.1% |
| All | +1,663.9% | +323.6% | +1,340.3% | +438.2% |
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