+1,870.6%
SGI vs DOC
+219.4%
+1,651.1%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +3.1% | +3.7% | +5.1% |
| 7D | +12.1% | +8.7% | +3.3% | +7.1% |
| 30D | +12.1% | +7.6% | +4.4% | +7.7% |
| 3M | +0.4% | -5.3% | +5.7% | +3.5% |
| 6M | -4.0% | +27.6% | -31.6% | -16.8% |
| YTD | -21.2% | +32.4% | -53.7% | -33.6% |
| 1Y | -12.1% | +22.9% | -34.9% | -22.9% |
| 3Y | +83.9% | +43.1% | +40.8% | +45.3% |
| 5Y | +63.3% | -21.4% | +84.7% | +77.9% |
| 10Y | +442.9% | +16.8% | +426.1% | +355.1% |
| All | +1,870.6% | +219.4% | +1,651.1% | +758.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling