+35.8%
ARM vs SGI
-33.4%
+69.2%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +0.2% | -4.9% | -4.7% |
| 7D | +9.1% | -5.3% | +14.4% | +11.8% |
| 30D | -19.9% | -2.1% | -17.9% | -20.4% |
| 3M | -31.6% | -8.2% | -23.4% | -29.8% |
| 6M | -13.9% | -4.6% | -9.3% | -14.5% |
| YTD | +74.3% | -31.5% | +105.8% | +95.1% |
| 1Y | +35.8% | -30.8% | +66.6% | +53.7% |
| All | +35.8% | -33.4% | +69.2% | +53.7% |
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