+229.9%
AFRM vs SGI
+54.7%
+175.2%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.5% | -3.1% | -3.0% |
| 7D | -7.0% | +8.5% | -15.5% | -12.8% |
| 30D | -7.8% | +0.7% | -8.5% | -8.4% |
| 3M | +5.3% | +0.6% | +4.7% | +4.4% |
| 6M | +42.6% | -17.9% | +60.6% | +64.1% |
| YTD | -2.8% | -21.2% | +18.4% | +14.8% |
| 1Y | -19.3% | -18.9% | -0.4% | -9.0% |
| All | +229.9% | +54.7% | +175.2% | +136.4% |
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 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