+61.5%
SGI vs DOC
-24.5%
+86.1%
-58.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.8% | +2.3% | +1.4% |
| 7D | +8.5% | -1.5% | +10.0% | +9.4% |
| 30D | +0.7% | -4.8% | +5.4% | +3.2% |
| 3M | +0.6% | +6.9% | -6.3% | -2.8% |
| 6M | -17.9% | +20.7% | -38.7% | -25.9% |
| YTD | -21.2% | +34.1% | -55.3% | -33.1% |
| 1Y | -18.9% | +22.6% | -41.5% | -28.1% |
| 3Y | +52.6% | +20.8% | +31.8% | +35.2% |
| All | +61.5% | -24.5% | +86.1% | +86.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling