+384.3%
SGI vs ARMK
+131.1%
+253.2%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +4.2% | -0.9% | +0.7% |
| 7D | -0.2% | +0.9% | -1.1% | -1.3% |
| 30D | +6.6% | -0.4% | +6.9% | +5.7% |
| 3M | +1.8% | -2.0% | +3.8% | +1.5% |
| 6M | -3.9% | +22.0% | -25.8% | -17.2% |
| YTD | -25.2% | +49.6% | -74.8% | -43.5% |
| 1Y | -26.7% | +46.4% | -73.1% | -43.9% |
| 3Y | +86.8% | +103.2% | -16.4% | +10.3% |
| 5Y | +56.6% | +108.1% | -51.5% | -10.4% |
| 10Y | +384.3% | +129.4% | +254.9% | +102.7% |
| All | +384.3% | +131.1% | +253.2% | +102.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ARMK.
Daily Out/Under-Performance
Portfolio return minus ARMK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARMK 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 ARMK 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