+269.0%
SGI vs DOC
-2.1%
+271.1%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.8% | +2.3% | +1.5% |
| 7D | +8.5% | -1.5% | +10.0% | +9.4% |
| 30D | +0.7% | -4.8% | +5.4% | +3.3% |
| 3M | +0.6% | +6.9% | -6.3% | -3.1% |
| 6M | -17.9% | +20.7% | -38.7% | -26.6% |
| YTD | -21.2% | +34.1% | -55.3% | -33.8% |
| 1Y | -18.9% | +22.6% | -41.5% | -28.8% |
| 3Y | +52.6% | +20.8% | +31.8% | +32.0% |
| 5Y | +60.7% | -24.9% | +85.6% | +80.9% |
| All | +269.0% | -2.1% | +271.1% | +243.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling