+1,615.1%
SGI vs DVA
+1,300.2%
+314.9%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.3% | -0.1% | +0.1% |
| 7D | -5.3% | -8.8% | +3.5% | -1.8% |
| 30D | -2.1% | -3.4% | +1.3% | -0.8% |
| 3M | -8.2% | -2.6% | -5.6% | -7.6% |
| 6M | -4.6% | -11.9% | +7.3% | -1.4% |
| YTD | -31.5% | +53.6% | -85.1% | -45.3% |
| 1Y | -30.8% | +41.9% | -72.7% | -42.9% |
| 3Y | +67.2% | +97.5% | -30.3% | +15.3% |
| 5Y | +42.5% | +65.0% | -22.5% | -0.8% |
| 10Y | +321.9% | +193.2% | +128.6% | +100.4% |
| All | +1,615.1% | +1,300.2% | +314.9% | +356.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling