-33.5%
SGI vs DRI
+36.6%
-70.2%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.5% | -2.5% | -2.8% |
| 7D | -10.7% | -0.3% | -10.3% | -10.5% |
| 30D | -3.6% | +10.8% | -14.4% | -6.9% |
| 3M | -5.4% | +0.9% | -6.3% | -6.0% |
| 6M | -7.0% | +16.3% | -23.4% | -12.2% |
| YTD | -31.6% | +27.8% | -59.4% | -37.9% |
| 1Y | -33.5% | +33.9% | -67.4% | -40.9% |
| All | -33.5% | +36.6% | -70.2% | -40.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling