+262.8%
SGI vs DTE
+137.8%
+124.9%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.3% | +2.3% | +1.9% |
| 7D | -4.5% | -2.6% | -1.9% | -2.7% |
| 30D | +4.2% | -4.4% | +8.6% | +7.4% |
| 3M | -7.4% | -8.3% | +0.9% | -1.8% |
| 6M | -15.1% | -8.1% | -7.0% | -10.5% |
| YTD | -24.7% | +4.4% | -29.1% | -27.8% |
| 1Y | -21.8% | +0.2% | -21.9% | -22.9% |
| 3Y | +50.0% | +42.6% | +7.4% | +10.5% |
| 5Y | +48.9% | +31.5% | +17.5% | +13.3% |
| All | +262.8% | +137.8% | +124.9% | +92.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 DTE 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