+2.0%
SGI vs AMRZ
-20.1%
+22.2%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.2% | +0.8% | +0.9% |
| 7D | -4.5% | -7.5% | +3.1% | -0.2% |
| 30D | +4.2% | -12.4% | +16.6% | +12.1% |
| 3M | -7.4% | -22.4% | +14.9% | +6.2% |
| 6M | -15.1% | -29.5% | +14.5% | +1.7% |
| YTD | -24.7% | -24.1% | -0.5% | -11.6% |
| 1Y | -21.8% | -26.3% | +4.5% | -7.4% |
| All | +2.0% | -20.1% | +22.2% | +17.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AMRZ.
Daily Out/Under-Performance
Portfolio return minus AMRZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMRZ 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 AMRZ 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