+275.2%
SGI vs DRI
+348.4%
-73.3%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.6% | -0.3% | -0.8% |
| 7D | +0.6% | -4.8% | +5.4% | +3.9% |
| 30D | +5.5% | -3.9% | +9.5% | +8.1% |
| 3M | -3.6% | +5.1% | -8.7% | -7.3% |
| 6M | -15.0% | +5.5% | -20.5% | -18.8% |
| YTD | -23.0% | +16.5% | -39.5% | -31.8% |
| 1Y | -18.4% | +2.0% | -20.4% | -21.8% |
| 3Y | +57.8% | +54.5% | +3.3% | +10.3% |
| 5Y | +51.5% | +66.6% | -15.1% | -0.2% |
| 10Y | +275.2% | +353.6% | -78.5% | -2.7% |
| All | +275.2% | +348.4% | -73.3% | -2.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DRI.
Daily Out/Under-Performance
Portfolio return minus DRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DRI 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 DRI 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