-18.9%
SGI vs DOC
+23.9%
-42.7%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.8% | +2.3% | +1.0% |
| 7D | +8.5% | -1.5% | +10.0% | +9.0% |
| 30D | +0.7% | -4.8% | +5.4% | +2.1% |
| 3M | +0.6% | +6.9% | -6.3% | -1.0% |
| 6M | -17.9% | +20.7% | -38.7% | -22.1% |
| YTD | -21.2% | +34.1% | -55.3% | -25.9% |
| 1Y | -18.9% | +22.6% | -41.5% | -25.9% |
| All | -18.9% | +23.9% | -42.7% | -25.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DOC.
Daily Out/Under-Performance
Portfolio return minus DOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOC 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 1y: compounded portfolio wealth divided by compounded DOC 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…
1y analysis · Full analysis span regression · 6 months rolling