+151.2%
ADI vs SGI
+72.0%
+79.2%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.5% | +4.5% | +4.2% |
| 7D | +0.7% | -10.5% | +11.2% | +4.5% |
| 30D | +0.7% | +0.1% | +0.6% | +0.1% |
| 3M | +6.5% | -4.0% | +10.5% | +7.0% |
| 6M | -2.7% | -5.6% | +3.0% | -2.3% |
| YTD | +52.2% | -29.5% | +81.7% | +69.6% |
| 1Y | +77.5% | -31.5% | +109.0% | +100.1% |
| All | +151.2% | +72.0% | +79.2% | +95.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SGI.
Daily Out/Under-Performance
Portfolio return minus SGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SGI 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 3y: compounded portfolio wealth divided by compounded SGI 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…
3y analysis · Full analysis span regression · 6 months rolling