+1,826.0%
SGI vs DGX
+850.7%
+975.3%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | 0.0% | -1.9% | -1.9% |
| 7D | +0.6% | -2.2% | +2.8% | +2.1% |
| 30D | +5.5% | -0.9% | +6.4% | +6.2% |
| 3M | -3.6% | +15.6% | -19.2% | -12.8% |
| 6M | -15.0% | +17.8% | -32.8% | -24.4% |
| YTD | -23.0% | +37.5% | -60.5% | -38.6% |
| 1Y | -18.4% | +31.2% | -49.6% | -33.2% |
| 3Y | +57.8% | +96.6% | -38.8% | -5.2% |
| 5Y | +51.5% | +64.9% | -13.5% | +0.7% |
| 10Y | +275.2% | +254.6% | +20.6% | +42.5% |
| All | +1,826.0% | +850.7% | +975.3% | +335.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 DGX 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