+1,872.3%
SGI vs DVA
+1,375.9%
+496.4%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.3% | -0.8% | 0.0% |
| 7D | +8.5% | +1.8% | +6.7% | +7.8% |
| 30D | +0.7% | -2.5% | +3.2% | +1.7% |
| 3M | +0.6% | -4.3% | +4.9% | +1.1% |
| 6M | -17.9% | +18.9% | -36.8% | -25.5% |
| YTD | -21.2% | +61.9% | -83.1% | -38.2% |
| 1Y | -18.9% | +35.7% | -54.6% | -31.6% |
| 3Y | +52.6% | +78.6% | -26.0% | +8.9% |
| 5Y | +60.7% | +39.2% | +21.5% | +21.9% |
| 10Y | +278.1% | +184.0% | +94.1% | +84.5% |
| All | +1,872.3% | +1,375.9% | +496.4% | +416.1% |
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 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