+1,872.3%
SGI vs DOC
+223.7%
+1,648.6%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +3.4% |
| 3M | +0.6% | +6.9% | -6.3% | -3.2% |
| 6M | -17.9% | +20.7% | -38.7% | -26.8% |
| YTD | -21.2% | +34.1% | -55.3% | -34.0% |
| 1Y | -18.9% | +22.6% | -41.5% | -29.0% |
| 3Y | +52.6% | +20.8% | +31.8% | +31.5% |
| 5Y | +60.7% | -24.9% | +85.6% | +79.1% |
| 10Y | +278.1% | -1.8% | +279.9% | +246.8% |
| All | +1,872.3% | +223.7% | +1,648.6% | +752.7% |
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 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