-29.6%
AFRM vs SGI
+127.5%
-157.1%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.5% | +3.3% | +3.3% |
| 7D | -10.3% | -10.5% | +0.2% | -0.4% |
| 30D | -13.7% | +0.1% | -13.9% | -14.5% |
| 3M | -11.6% | -4.0% | -7.6% | -8.8% |
| 6M | +2.1% | -5.6% | +7.7% | +5.9% |
| YTD | -8.9% | -29.5% | +20.7% | +21.8% |
| 1Y | -9.7% | -31.5% | +21.8% | +23.9% |
| 3Y | +202.5% | +71.6% | +130.8% | +54.7% |
| 5Y | -55.3% | +50.5% | -105.8% | -77.8% |
| All | -29.6% | +127.5% | -157.1% | -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