+1,564.7%
ADP vs SGI
+1,971.1%
-406.3%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.3% | -3.7% | -0.9% |
| 7D | +1.1% | -0.2% | +1.3% | +1.1% |
| 30D | +11.5% | +6.6% | +5.0% | +10.3% |
| 3M | +12.0% | +1.8% | +10.2% | +11.5% |
| 6M | +43.8% | -3.9% | +47.7% | +43.7% |
| YTD | +20.1% | -25.2% | +45.3% | +23.9% |
| 1Y | +22.3% | -26.7% | +49.0% | +26.5% |
| 3Y | +43.3% | +86.8% | -43.5% | +26.5% |
| 5Y | +47.3% | +56.6% | -9.3% | +30.5% |
| 10Y | +313.7% | +384.3% | -70.6% | +189.7% |
| All | +1,564.7% | +1,971.1% | -406.3% | +676.3% |
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 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