+58.6%
SGI vs DOC
-22.1%
+80.7%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.2% | -2.5% | -2.6% |
| 7D | +5.3% | +6.2% | -0.9% | +2.2% |
| 30D | +8.2% | +6.5% | +1.7% | +4.8% |
| 3M | -2.2% | -6.2% | +4.0% | +1.0% |
| 6M | -8.4% | +25.6% | -34.0% | -19.2% |
| YTD | -23.4% | +32.1% | -55.5% | -34.7% |
| 1Y | -14.0% | +20.3% | -34.3% | -22.9% |
| 3Y | +78.8% | +42.7% | +36.1% | +40.2% |
| 5Y | +58.6% | -22.2% | +80.8% | +93.0% |
| All | +58.6% | -22.1% | +80.7% | +93.0% |
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