+1,220.5%
ADI vs SGI
+2,083.6%
-863.1%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.5% | +1.1% | +1.5% |
| 7D | +0.4% | +8.5% | -8.1% | -1.4% |
| 30D | -3.8% | +0.7% | -4.5% | -4.1% |
| 3M | -15.3% | +0.6% | -15.9% | -15.7% |
| 6M | +6.7% | -17.9% | +24.6% | +10.6% |
| YTD | +34.8% | -21.2% | +55.9% | +40.7% |
| 1Y | +49.0% | -18.9% | +67.9% | +54.1% |
| 3Y | +108.1% | +52.6% | +55.4% | +85.6% |
| 5Y | +142.4% | +60.7% | +81.7% | +109.1% |
| 10Y | +589.9% | +278.1% | +311.8% | +355.5% |
| All | +1,220.5% | +2,083.6% | -863.1% | +409.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling