+135.1%
ADI vs SGI
+56.1%
+79.0%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.9% | +2.4% | +1.2% |
| 7D | +2.6% | +0.6% | +2.0% | +2.4% |
| 30D | -4.6% | +5.5% | -10.2% | -6.7% |
| 3M | -9.5% | -3.6% | -5.9% | -8.9% |
| 6M | +14.8% | -15.0% | +29.9% | +20.3% |
| YTD | +35.8% | -23.0% | +58.8% | +47.0% |
| 1Y | +48.9% | -18.4% | +67.4% | +56.8% |
| 3Y | +115.6% | +57.8% | +57.8% | +72.1% |
| 5Y | +135.1% | +51.5% | +83.6% | +81.0% |
| All | +135.1% | +56.1% | +79.0% | +81.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling