-21.8%
SGI vs DVA
+36.3%
-58.1%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.1% | +0.9% | +1.0% |
| 7D | -4.5% | -1.3% | -3.1% | -4.3% |
| 30D | +4.2% | 0.0% | +4.1% | +4.1% |
| 3M | -7.4% | -10.9% | +3.5% | -6.8% |
| 6M | -15.1% | +17.3% | -32.3% | -18.6% |
| YTD | -24.7% | +59.8% | -84.5% | -31.0% |
| 1Y | -21.8% | +36.3% | -58.0% | -27.1% |
| All | -21.8% | +36.3% | -58.1% | -27.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling