+199.6%
ARM vs SGI
+36.9%
+162.7%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +0.2% | -4.9% | -4.8% |
| 7D | +9.1% | -5.3% | +14.4% | +12.6% |
| 30D | -19.9% | -2.1% | -17.9% | -20.3% |
| 3M | -31.6% | -8.2% | -23.4% | -29.6% |
| 6M | -13.9% | -4.6% | -9.3% | -14.1% |
| YTD | +74.3% | -31.5% | +105.8% | +111.5% |
| 1Y | +35.8% | -30.8% | +66.6% | +63.2% |
| 3Y | +268.6% | +67.2% | +201.4% | +156.0% |
| All | +199.6% | +36.9% | +162.7% | +143.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling