+267.8%
SGI vs ARWR
+1,075.6%
-807.7%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.4% | +1.0% | -0.2% |
| 7D | +9.3% | +2.9% | +6.4% | +8.8% |
| 30D | +6.9% | -2.9% | +9.8% | +7.3% |
| 3M | +2.8% | +15.2% | -12.4% | 0.0% |
| 6M | -12.6% | +42.3% | -54.9% | -18.1% |
| YTD | -21.5% | +28.2% | -49.7% | -25.4% |
| 1Y | -18.8% | +213.2% | -232.0% | -34.3% |
| 3Y | +60.8% | +184.6% | -123.8% | +23.4% |
| 5Y | +60.0% | +29.2% | +30.8% | +33.0% |
| 10Y | +267.8% | +1,012.5% | -744.7% | +139.9% |
| All | +267.8% | +1,075.6% | -807.7% | +139.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling