+1,711.4%
SGI vs DRI
+2,333.1%
-621.7%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -1.0% | -4.4% | -4.8% |
| 7D | +1.0% | +2.8% | -1.8% | -0.6% |
| 30D | +3.9% | +13.3% | -9.4% | -3.5% |
| 3M | -0.8% | +8.2% | -9.0% | -5.7% |
| 6M | -18.0% | +17.5% | -35.5% | -26.2% |
| YTD | -27.6% | +26.9% | -54.5% | -38.5% |
| 1Y | -27.2% | +31.6% | -58.8% | -39.7% |
| 3Y | +76.0% | +67.0% | +9.0% | +21.9% |
| 5Y | +50.0% | +72.9% | -22.9% | +2.1% |
| 10Y | +399.1% | +371.3% | +27.8% | +65.5% |
| All | +1,711.4% | +2,333.1% | -621.7% | +166.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling