+10.9%
SGI vs ADVB
-97.5%
+108.4%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +4.2% | -9.7% | -5.4% |
| 7D | +1.0% | -13.9% | +14.9% | +0.9% |
| 30D | +3.9% | -68.1% | +72.0% | +3.3% |
| 3M | -0.8% | -73.4% | +72.6% | -1.5% |
| 6M | -18.0% | -70.8% | +52.8% | -17.7% |
| YTD | -27.6% | -66.1% | +38.5% | -27.0% |
| 1Y | -27.2% | -77.5% | +50.3% | -25.9% |
| All | +10.9% | -97.5% | +108.4% | +35.9% |
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