+8.0%
SGI vs ADVB
-97.1%
+105.1%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +10.0% | -10.4% | -0.4% |
| 7D | -10.5% | +10.5% | -21.0% | -10.4% |
| 30D | +0.1% | -56.0% | +56.2% | -0.2% |
| 3M | -4.0% | -70.1% | +66.2% | -4.6% |
| 6M | -5.6% | -53.7% | +48.1% | -5.2% |
| YTD | -29.5% | -60.3% | +30.8% | -28.9% |
| 1Y | -31.5% | -73.1% | +41.6% | -30.2% |
| All | +8.0% | -97.1% | +105.1% | +32.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ADVB.
Daily Out/Under-Performance
Portfolio return minus ADVB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADVB 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 ADVB 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