+495.0%
SGI vs ARMK
+350.8%
+144.2%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.9% | +1.4% | +1.0% |
| 7D | +8.5% | -2.4% | +11.0% | +10.1% |
| 30D | +0.7% | 0.0% | +0.7% | +0.3% |
| 3M | +0.6% | +6.7% | -6.1% | -3.7% |
| 6M | -17.9% | +38.8% | -56.8% | -33.6% |
| YTD | -21.2% | +55.2% | -76.4% | -40.6% |
| 1Y | -18.9% | +46.6% | -65.5% | -37.0% |
| 3Y | +52.6% | +112.9% | -60.3% | -10.2% |
| 5Y | +60.7% | +144.0% | -83.2% | -14.9% |
| 10Y | +278.1% | +132.4% | +145.7% | +62.0% |
| All | +495.0% | +350.8% | +144.2% | +115.1% |
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 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