+262.8%
SGI vs DOV
+300.2%
-37.4%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.9% | +0.1% | +0.2% |
| 7D | -4.5% | -2.0% | -2.5% | -2.7% |
| 30D | +4.2% | -8.9% | +13.1% | +12.9% |
| 3M | -7.4% | -13.3% | +5.8% | +4.0% |
| 6M | -15.1% | -9.7% | -5.4% | -7.5% |
| YTD | -24.7% | -2.5% | -22.2% | -23.5% |
| 1Y | -21.8% | +7.2% | -29.0% | -27.7% |
| 3Y | +50.0% | +39.4% | +10.6% | +6.8% |
| 5Y | +48.9% | +15.8% | +33.1% | +24.9% |
| All | +262.8% | +300.2% | -37.4% | +41.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DOV.
Daily Out/Under-Performance
Portfolio return minus DOV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOV 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 DOV 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