-32.3%
SGI vs ARWR
+20.0%
-52.2%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -0.5% | -4.8% | -5.2% |
| 7D | -3.9% | -17.7% | +13.8% | -1.2% |
| 30D | +0.9% | -21.9% | +22.9% | +4.8% |
| 3M | -2.9% | -44.5% | +41.6% | +6.8% |
| 6M | -9.0% | -32.6% | +23.6% | -3.6% |
| YTD | -29.2% | -26.2% | -3.0% | -26.7% |
| 1Y | -32.3% | +23.0% | -55.2% | -31.4% |
| All | -32.3% | +20.0% | -52.2% | -31.4% |
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