+86.1%
SGI vs ARMK
+83.8%
+2.4%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -3.9% | +1.1% | -1.4% |
| 7D | +5.3% | -10.2% | +15.5% | +9.4% |
| 30D | +8.2% | -9.3% | +17.5% | +11.7% |
| 3M | -2.2% | -11.4% | +9.2% | +1.7% |
| 6M | -8.4% | +11.6% | -20.0% | -13.6% |
| YTD | -23.4% | +37.5% | -60.9% | -33.3% |
| 1Y | -14.0% | +34.9% | -48.9% | -24.7% |
| All | +86.1% | +83.8% | +2.4% | +54.2% |
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