+1,592.7%
ADP vs SGI
+2,021.1%
-428.3%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.8% | +4.0% | +1.6% |
| 7D | +7.4% | +5.3% | +2.0% | +6.5% |
| 30D | +17.1% | +8.2% | +8.9% | +15.6% |
| 3M | +14.4% | -2.2% | +16.7% | +14.6% |
| 6M | +47.9% | -8.4% | +56.3% | +48.7% |
| YTD | +22.1% | -23.4% | +45.5% | +25.5% |
| 1Y | +21.8% | -14.0% | +35.7% | +22.7% |
| 3Y | +50.5% | +78.8% | -28.3% | +33.7% |
| 5Y | +49.6% | +58.6% | -9.0% | +32.2% |
| 10Y | +329.3% | +427.8% | -98.6% | +197.1% |
| All | +1,592.7% | +2,021.1% | -428.3% | +686.7% |
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 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