+616.7%
ADI vs SFM
+268.6%
+348.2%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.2% | +0.2% | -0.9% |
| 7D | +1.3% | -8.8% | +10.1% | +2.3% |
| 30D | -6.0% | -14.5% | +8.5% | -4.4% |
| 3M | -7.7% | -16.8% | +9.1% | -6.2% |
| 6M | +14.0% | -5.3% | +19.3% | +13.6% |
| YTD | +34.4% | -9.4% | +43.8% | +34.3% |
| 1Y | +48.0% | -46.2% | +94.1% | +57.6% |
| 3Y | +113.3% | +81.3% | +32.0% | +93.9% |
| 5Y | +131.1% | +211.9% | -80.8% | +94.4% |
| All | +616.7% | +268.6% | +348.2% | +464.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded SFM 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling