+87.2%
SGI vs DUOL
+1.6%
+85.6%
-58.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.0% | +2.0% | +1.1% |
| 7D | -4.5% | -7.0% | +2.5% | -3.6% |
| 30D | +4.2% | +6.7% | -2.5% | +3.0% |
| 3M | -7.4% | +16.0% | -23.5% | -9.9% |
| 6M | -15.1% | +45.4% | -60.5% | -20.4% |
| YTD | -24.7% | -18.1% | -6.6% | -23.7% |
| 1Y | -21.8% | -53.6% | +31.8% | -14.9% |
| 3Y | +50.0% | -11.0% | +61.0% | +36.5% |
| 5Y | +48.9% | -17.1% | +66.1% | +19.6% |
| All | +87.2% | +1.6% | +85.6% | +48.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DUOL.
Daily Out/Under-Performance
Portfolio return minus DUOL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DUOL 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 DUOL 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