-29.3%
AFRM vs SGI
+133.6%
-163.0%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -5.5% | +3.2% | +3.0% |
| 7D | -7.3% | +1.0% | -8.3% | -8.4% |
| 30D | -9.6% | +3.9% | -13.5% | -13.3% |
| 3M | -11.1% | -0.8% | -10.2% | -10.9% |
| 6M | +3.9% | -18.0% | +21.8% | +22.2% |
| YTD | -8.5% | -27.6% | +19.1% | +19.5% |
| 1Y | +3.3% | -27.2% | +30.5% | +33.9% |
| 3Y | +213.7% | +76.0% | +137.7% | +55.8% |
| 5Y | -58.5% | +50.0% | -108.5% | -79.6% |
| All | -29.3% | +133.6% | -163.0% | -74.6% |
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