+20.3%
SGOV vs ADI
+274.7%
-254.4%
0.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.9% | -4.8% | 0.0% |
| 7D | 0.0% | +4.6% | -4.5% | +0.1% |
| 30D | +0.3% | -1.2% | +1.5% | +0.3% |
| 3M | +0.9% | -7.8% | +8.8% | +0.9% |
| 6M | +1.8% | +19.3% | -17.5% | +1.9% |
| YTD | +2.5% | +40.9% | -38.4% | +2.5% |
| 1Y | +3.8% | +54.5% | -50.7% | +3.8% |
| 3Y | +14.4% | +123.4% | -109.1% | +14.4% |
| 5Y | +20.2% | +142.3% | -122.1% | +20.2% |
| All | +20.3% | +274.7% | -254.4% | +20.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ADI.
Daily Out/Under-Performance
Portfolio return minus ADI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADI 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 ADI 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