+20.3%
ARM vs SGI
-26.9%
+47.2%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +3.3% | +3.4% | +5.2% |
| 7D | -5.3% | -0.2% | -5.1% | -5.5% |
| 30D | -30.0% | +6.6% | -36.6% | -32.9% |
| 3M | -34.1% | +1.8% | -35.9% | -35.5% |
| 6M | -12.6% | -3.9% | -8.8% | -12.9% |
| YTD | +70.4% | -25.2% | +95.7% | +84.3% |
| All | +20.3% | -26.9% | +47.2% | +32.6% |
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