-27.7%
AFRM vs SGI
+147.1%
-174.8%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.8% | -2.8% | -5.1% | -5.2% |
| 7D | -6.9% | +5.3% | -12.2% | -11.6% |
| 30D | -7.0% | +8.2% | -15.1% | -14.1% |
| 3M | -11.2% | -2.2% | -9.0% | -9.9% |
| 6M | +4.3% | -8.4% | +12.7% | +9.9% |
| YTD | -6.4% | -23.4% | +17.0% | +16.0% |
| 1Y | -2.6% | -14.0% | +11.4% | +4.0% |
| 3Y | +210.6% | +78.8% | +131.8% | +52.7% |
| 5Y | -57.6% | +58.6% | -116.2% | -80.2% |
| All | -27.7% | +147.1% | -174.8% | -75.4% |
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