+86.1%
ARM vs SGI
-17.2%
+103.2%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +0.5% | +3.4% | +3.7% |
| 7D | +5.5% | +8.5% | -3.1% | +1.2% |
| 30D | -8.2% | +0.7% | -8.9% | -8.8% |
| 3M | -35.9% | +0.6% | -36.5% | -36.3% |
| 6M | +103.1% | -17.9% | +121.1% | +110.6% |
| YTD | +130.6% | -21.2% | +151.8% | +141.2% |
| 1Y | +86.1% | -18.9% | +104.9% | +98.1% |
| All | +86.1% | -17.2% | +103.2% | +98.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling