+1,863.5%
SGI vs DOV
+1,070.5%
+793.0%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.0% | -1.4% | -1.2% |
| 7D | +9.3% | +2.5% | +6.8% | +7.1% |
| 30D | +6.9% | -7.5% | +14.4% | +13.5% |
| 3M | +2.8% | -9.7% | +12.5% | +10.8% |
| 6M | -12.6% | -6.1% | -6.5% | -8.4% |
| YTD | -21.5% | +0.5% | -22.0% | -22.1% |
| 1Y | -18.8% | +10.5% | -29.3% | -25.9% |
| 3Y | +60.8% | +41.7% | +19.1% | +18.9% |
| 5Y | +60.0% | +18.4% | +41.6% | +36.8% |
| 10Y | +267.8% | +289.8% | -21.9% | +31.2% |
| All | +1,863.5% | +1,070.5% | +793.0% | +191.1% |
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 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