+220.9%
AFRM vs SGI
+78.8%
+142.0%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.8% | -2.8% | -5.1% | -5.6% |
| 7D | -6.9% | +5.3% | -12.2% | -10.8% |
| 30D | -7.0% | +8.2% | -15.1% | -13.0% |
| 3M | -11.2% | -2.2% | -9.0% | -9.9% |
| 6M | +4.3% | -8.4% | +12.7% | +9.5% |
| YTD | -6.4% | -23.4% | +17.0% | +13.8% |
| 1Y | -2.6% | -14.0% | +11.4% | +3.3% |
| All | +220.9% | +78.8% | +142.0% | +79.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling