+259.2%
SGI vs DVA
+187.5%
+71.8%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.9% | -2.2% | -2.8% |
| 7D | -4.9% | -0.2% | -4.7% | -4.9% |
| 30D | +1.6% | +1.7% | -0.1% | +1.0% |
| 3M | -3.2% | -8.7% | +5.5% | -1.5% |
| 6M | -16.0% | +19.7% | -35.7% | -22.1% |
| YTD | -25.4% | +59.6% | -85.0% | -37.5% |
| 1Y | -21.6% | +37.1% | -58.7% | -31.1% |
| 3Y | +52.9% | +89.8% | -36.9% | +16.9% |
| 5Y | +47.5% | +47.4% | +0.1% | +18.9% |
| All | +259.2% | +187.5% | +71.8% | +129.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DVA.
Daily Out/Under-Performance
Portfolio return minus DVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DVA 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 DVA 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