+1,770.6%
SGI vs DRI
+2,369.8%
-599.2%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +1.5% | +1.8% | +2.4% |
| 7D | -0.2% | +3.1% | -3.3% | -1.9% |
| 30D | +6.6% | +16.2% | -9.7% | -2.6% |
| 3M | +1.8% | +8.4% | -6.5% | -3.3% |
| 6M | -3.9% | +19.0% | -22.9% | -14.2% |
| YTD | -25.2% | +28.8% | -54.1% | -37.0% |
| 1Y | -26.7% | +33.1% | -59.9% | -39.7% |
| 3Y | +86.8% | +70.8% | +16.0% | +27.6% |
| 5Y | +56.6% | +74.2% | -17.6% | +6.2% |
| 10Y | +384.3% | +345.5% | +38.8% | +65.6% |
| All | +1,770.6% | +2,369.8% | -599.2% | +173.0% |
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