+196.5%
AFRM vs SGI
+72.0%
+124.5%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.5% | +3.3% | +3.3% |
| 7D | -10.3% | -10.5% | +0.2% | -1.7% |
| 30D | -13.7% | +0.1% | -13.9% | -14.3% |
| 3M | -11.6% | -4.0% | -7.6% | -8.9% |
| 6M | +2.1% | -5.6% | +7.7% | +5.9% |
| YTD | -8.9% | -29.5% | +20.7% | +18.9% |
| 1Y | -9.7% | -31.5% | +21.8% | +20.7% |
| All | +196.5% | +72.0% | +124.5% | +50.0% |
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