-31.7%
AFRM vs SGI
+120.7%
-152.4%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -3.0% | 0.0% | -0.1% |
| 7D | -5.5% | -10.7% | +5.2% | +5.0% |
| 30D | -15.5% | -3.6% | -11.9% | -13.1% |
| 3M | -10.3% | -5.4% | -4.9% | -6.2% |
| 6M | +0.6% | -7.0% | +7.7% | +5.9% |
| YTD | -11.5% | -31.6% | +20.1% | +21.7% |
| 1Y | -16.6% | -33.5% | +16.9% | +17.7% |
| 3Y | +193.5% | +66.5% | +127.1% | +54.6% |
| 5Y | -55.8% | +42.2% | -98.0% | -77.2% |
| All | -31.7% | +120.7% | -152.4% | -74.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SGI.
Daily Out/Under-Performance
Portfolio return minus SGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SGI 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 SGI 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