-12.1%
SGI vs ARWR
+59.7%
-71.8%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +3.6% | +3.3% | +6.2% |
| 7D | +12.1% | +2.4% | +9.7% | +11.6% |
| 30D | +12.1% | -1.1% | +13.2% | +12.2% |
| 3M | +0.4% | -31.2% | +31.6% | +6.6% |
| 6M | -4.0% | -19.3% | +15.3% | -1.1% |
| YTD | -21.2% | -7.1% | -14.1% | -21.1% |
| 1Y | -12.1% | +62.9% | -75.0% | -10.7% |
| All | -12.1% | +59.7% | -71.8% | -10.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ARWR.
Daily Out/Under-Performance
Portfolio return minus ARWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARWR 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 1y: compounded portfolio wealth divided by compounded ARWR 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…
1y analysis · Full analysis span regression · 6 months rolling