-20.9%
AFRM vs SGI
+60.4%
-81.3%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.5% | -3.1% | -3.2% |
| 7D | -7.0% | +8.5% | -15.5% | -14.8% |
| 30D | -7.8% | +0.7% | -8.5% | -8.7% |
| 3M | +5.3% | +0.6% | +4.7% | +3.5% |
| 6M | +42.6% | -17.9% | +60.6% | +69.6% |
| YTD | -2.8% | -21.2% | +18.4% | +19.2% |
| 1Y | -19.3% | -18.9% | -0.4% | -7.9% |
| 3Y | +231.0% | +52.6% | +178.3% | +73.9% |
| All | -20.9% | +60.4% | -81.3% | -68.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling