+446.5%
SGI vs ARMK
+317.2%
+129.3%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +4.5% | -9.9% | -8.2% |
| 7D | +1.0% | -2.6% | +3.6% | +2.1% |
| 30D | +3.9% | -5.2% | +9.1% | +6.3% |
| 3M | -0.8% | -6.5% | +5.7% | +1.8% |
| 6M | -18.0% | +15.3% | -33.2% | -26.4% |
| YTD | -27.6% | +43.6% | -71.2% | -43.4% |
| 1Y | -27.2% | +42.1% | -69.3% | -42.9% |
| 3Y | +76.0% | +94.0% | -18.0% | +8.7% |
| 5Y | +50.0% | +96.3% | -46.3% | -9.3% |
| 10Y | +399.1% | +126.7% | +272.4% | +116.7% |
| All | +446.5% | +317.2% | +129.3% | +105.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling