+47.5%
SGI vs DTE
+31.2%
+16.3%
-58.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.3% | -1.8% | -2.6% |
| 7D | -4.9% | -2.0% | -2.9% | -4.1% |
| 30D | +1.6% | -2.4% | +4.0% | +2.6% |
| 3M | -3.2% | -7.3% | +4.1% | -0.2% |
| 6M | -16.0% | -7.6% | -8.4% | -13.5% |
| YTD | -25.4% | +5.8% | -31.2% | -27.5% |
| 1Y | -21.6% | +2.3% | -23.9% | -22.8% |
| 3Y | +52.9% | +45.0% | +7.8% | +28.0% |
| 5Y | +47.5% | +33.2% | +14.3% | +29.0% |
| All | +47.5% | +31.2% | +16.3% | +29.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling