+270.5%
ADP vs SGI
+261.3%
+9.1%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.4% | -3.0% | -3.4% |
| 7D | -5.5% | +9.3% | -14.8% | -7.1% |
| 30D | -1.2% | +6.9% | -8.1% | -2.5% |
| 3M | +17.9% | +2.8% | +15.0% | +16.6% |
| 6M | +20.3% | -12.6% | +32.9% | +21.9% |
| YTD | +5.8% | -21.5% | +27.4% | +9.3% |
| 1Y | -7.7% | -18.8% | +11.0% | -5.7% |
| 3Y | +14.7% | +60.8% | -46.1% | -0.1% |
| 5Y | +45.8% | +60.0% | -14.2% | +22.9% |
| 10Y | +270.5% | +267.8% | +2.7% | +140.7% |
| All | +270.5% | +261.3% | +9.1% | +140.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling