+60.8%
SGI vs ARMK
+125.3%
-64.4%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.4% | -1.9% | -1.0% |
| 7D | +9.3% | +1.7% | +7.6% | +8.5% |
| 30D | +6.9% | +3.1% | +3.8% | +5.3% |
| 3M | +2.8% | +9.2% | -6.4% | -1.1% |
| 6M | -12.6% | +43.7% | -56.3% | -25.3% |
| YTD | -21.5% | +57.4% | -78.9% | -35.2% |
| 1Y | -18.8% | +51.9% | -70.6% | -32.1% |
| 3Y | +60.8% | +125.4% | -64.6% | +14.1% |
| All | +60.8% | +125.3% | -64.4% | +14.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling