+1,863.5%
SGI vs DTE
+924.7%
+938.8%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.9% | -1.3% | -1.1% |
| 7D | +9.3% | +0.9% | +8.4% | +8.6% |
| 30D | +6.9% | -1.9% | +8.7% | +8.3% |
| 3M | +2.8% | -3.3% | +6.2% | +5.3% |
| 6M | -12.6% | -7.1% | -5.5% | -8.2% |
| YTD | -21.5% | +8.1% | -29.6% | -26.9% |
| 1Y | -18.8% | +5.3% | -24.0% | -23.0% |
| 3Y | +60.8% | +48.2% | +12.7% | +13.4% |
| 5Y | +60.0% | +33.2% | +26.8% | +19.2% |
| 10Y | +267.8% | +137.5% | +130.3% | +65.4% |
| All | +1,863.5% | +924.7% | +938.8% | +182.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling