+316.1%
ADP vs SGI
+356.4%
-40.4%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -5.3% | +6.4% | +2.1% |
| 7D | +3.2% | -3.9% | +7.1% | +3.9% |
| 30D | +12.8% | +0.9% | +11.8% | +12.4% |
| 3M | +12.3% | -2.9% | +15.2% | +12.6% |
| 6M | +45.4% | -9.0% | +54.4% | +46.7% |
| YTD | +21.4% | -29.2% | +50.6% | +27.6% |
| 1Y | +23.7% | -32.3% | +56.0% | +31.2% |
| 3Y | +43.6% | +72.4% | -28.8% | +22.8% |
| 5Y | +48.7% | +50.6% | -1.9% | +26.3% |
| 10Y | +316.1% | +335.2% | -19.2% | +162.9% |
| All | +316.1% | +356.4% | -40.4% | +162.9% |
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