+319.9%
ADP vs SGI
+319.5%
+0.4%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.2% | +0.4% | +0.6% |
| 7D | +2.2% | -5.3% | +7.5% | +3.2% |
| 30D | +10.6% | -2.1% | +12.6% | +10.8% |
| 3M | +12.9% | -8.2% | +21.1% | +14.4% |
| 6M | +50.6% | -4.6% | +55.2% | +50.5% |
| YTD | +23.2% | -31.5% | +54.6% | +30.3% |
| 1Y | +25.3% | -30.8% | +56.1% | +32.2% |
| 3Y | +47.1% | +67.2% | -20.1% | +26.5% |
| 5Y | +50.1% | +42.5% | +7.6% | +28.8% |
| All | +319.9% | +319.5% | +0.4% | +169.3% |
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