+59.3%
SGI vs ARWR
+211.2%
-152.0%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.2% | +0.7% | +0.5% |
| 7D | +8.5% | +1.7% | +6.9% | +8.3% |
| 30D | +0.7% | -0.7% | +1.3% | +0.7% |
| 3M | +0.6% | +14.9% | -14.3% | -1.9% |
| 6M | -17.9% | +32.6% | -50.6% | -21.8% |
| YTD | -21.2% | +30.0% | -51.2% | -24.9% |
| 1Y | -18.9% | +208.4% | -227.2% | -32.7% |
| All | +59.3% | +211.2% | -152.0% | +21.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling