+1,615.1%
SGI vs DOV
+1,161.9%
+453.2%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.2% | 0.0% | +0.1% |
| 7D | -5.3% | +3.0% | -8.3% | -7.5% |
| 30D | -2.1% | +8.6% | -10.7% | -8.5% |
| 3M | -8.2% | +1.9% | -10.0% | -10.0% |
| 6M | -4.6% | -1.7% | -2.9% | -4.2% |
| YTD | -31.5% | +8.3% | -39.8% | -36.1% |
| 1Y | -30.8% | +16.6% | -47.4% | -39.2% |
| 3Y | +67.2% | +65.1% | +2.1% | +9.5% |
| 5Y | +42.5% | +29.2% | +13.3% | +13.7% |
| 10Y | +321.9% | +329.7% | -7.8% | +40.6% |
| All | +1,615.1% | +1,161.9% | +453.2% | +138.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling