+1,420.3%
ADP vs SGI
+2,083.6%
-663.3%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.5% | -2.6% | -2.2% |
| 7D | -3.4% | +8.5% | -12.0% | -4.7% |
| 30D | +2.8% | +0.7% | +2.1% | +2.6% |
| 3M | +20.9% | +0.6% | +20.3% | +20.4% |
| 6M | +29.9% | -17.9% | +47.8% | +32.5% |
| YTD | +9.6% | -21.2% | +30.8% | +12.4% |
| 1Y | -5.3% | -18.9% | +13.6% | -3.6% |
| 3Y | +16.5% | +52.6% | -36.2% | +6.0% |
| 5Y | +49.4% | +60.7% | -11.3% | +31.8% |
| 10Y | +282.2% | +278.1% | +4.1% | +175.1% |
| All | +1,420.3% | +2,083.6% | -663.3% | +604.1% |
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