+174.6%
ARM vs SGI
+44.6%
+130.0%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -5.5% | +10.2% | +7.9% |
| 7D | -15.2% | +1.0% | -16.2% | -16.4% |
| 30D | -40.7% | +3.9% | -44.6% | -43.0% |
| 3M | -39.1% | -0.8% | -38.3% | -40.1% |
| 6M | -26.4% | -18.0% | -8.5% | -18.7% |
| YTD | +59.7% | -27.6% | +87.4% | +87.8% |
| 1Y | +10.3% | -27.2% | +37.6% | +28.9% |
| 3Y | +228.9% | +76.0% | +152.9% | +121.6% |
| All | +174.6% | +44.6% | +130.0% | +115.9% |
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