+53.3%
SGI vs DTE
+47.2%
+6.2%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.9% | -1.0% | -1.6% |
| 7D | +0.6% | 0.0% | +0.6% | +0.6% |
| 30D | +5.5% | -0.5% | +6.1% | +5.7% |
| 3M | -3.6% | -6.0% | +2.4% | -1.3% |
| 6M | -15.0% | -7.2% | -7.8% | -12.7% |
| YTD | -23.0% | +7.2% | -30.2% | -25.4% |
| 1Y | -18.4% | +4.1% | -22.5% | -20.1% |
| All | +53.3% | +47.2% | +6.2% | +26.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling