+20.7%
SGI vs ADVB
-88.3%
+109.1%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.7% | +1.2% | +0.5% |
| 7D | +8.5% | -3.8% | +12.3% | +8.5% |
| 30D | +0.7% | +17.6% | -16.9% | +0.8% |
| 3M | +0.6% | +119.1% | -118.5% | +1.7% |
| 6M | -17.9% | +103.4% | -121.3% | -17.0% |
| YTD | -21.2% | +59.8% | -81.0% | -19.9% |
| 1Y | -18.9% | +8.5% | -27.4% | -17.3% |
| All | +20.7% | -88.3% | +109.1% | +49.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling