+60.8%
SGI vs DOV
+42.3%
+18.6%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.0% | -1.4% | -1.2% |
| 7D | +9.3% | +2.5% | +6.8% | +7.3% |
| 30D | +6.9% | -7.5% | +14.4% | +13.1% |
| 3M | +2.8% | -9.7% | +12.5% | +10.2% |
| 6M | -12.6% | -6.1% | -6.5% | -8.6% |
| YTD | -21.5% | +0.5% | -22.0% | -21.8% |
| 1Y | -18.8% | +10.5% | -29.3% | -24.6% |
| 3Y | +60.8% | +41.7% | +19.1% | +24.1% |
| All | +60.8% | +42.3% | +18.6% | +24.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling