+17.2%
ARM vs SGI
-30.7%
+47.9%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -5.3% | +2.7% | -0.2% |
| 7D | -10.4% | -3.9% | -6.4% | -9.0% |
| 30D | -31.8% | +0.9% | -32.8% | -33.1% |
| 3M | -32.2% | -2.9% | -29.3% | -32.4% |
| 6M | -14.9% | -9.0% | -5.9% | -13.1% |
| YTD | +66.0% | -29.2% | +95.2% | +83.9% |
| 1Y | +17.2% | -32.3% | +49.5% | +32.4% |
| All | +17.2% | -30.7% | +47.9% | +32.4% |
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 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