+61.5%
SGI vs ARMK
+144.6%
-83.1%
-58.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.9% | +1.4% | +1.0% |
| 7D | +8.5% | -2.4% | +11.0% | +9.9% |
| 30D | +0.7% | 0.0% | +0.7% | +0.3% |
| 3M | +0.6% | +6.7% | -6.1% | -3.3% |
| 6M | -17.9% | +38.8% | -56.8% | -32.3% |
| YTD | -21.2% | +55.2% | -76.4% | -38.9% |
| 1Y | -18.9% | +46.6% | -65.5% | -35.4% |
| 3Y | +52.6% | +112.9% | -60.3% | -7.5% |
| All | +61.5% | +144.6% | -83.1% | -12.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling