+214.0%
ARM vs SGI
+78.8%
+135.1%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.1% | -2.8% | -10.3% | -11.4% |
| 7D | -27.1% | +5.3% | -32.4% | -29.7% |
| 30D | -44.9% | +8.2% | -53.1% | -48.2% |
| 3M | -39.3% | -2.2% | -37.1% | -39.6% |
| 6M | -20.2% | -8.4% | -11.7% | -17.0% |
| YTD | +52.5% | -23.4% | +76.0% | +74.8% |
| 1Y | +4.1% | -14.0% | +18.0% | +8.1% |
| All | +214.0% | +78.8% | +135.1% | +94.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling