+4.8%
SGI vs ADVB
-95.9%
+100.6%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +42.7% | -45.7% | -2.6% |
| 7D | -10.7% | +74.2% | -84.9% | -10.2% |
| 30D | -3.6% | -35.9% | +32.3% | -3.5% |
| 3M | -5.4% | -56.4% | +51.0% | -5.6% |
| 6M | -7.0% | -36.7% | +29.7% | -6.2% |
| YTD | -31.6% | -43.3% | +11.7% | -30.7% |
| 1Y | -33.5% | -63.4% | +29.9% | -31.8% |
| All | +4.8% | -95.9% | +100.6% | +29.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling