+76.0%
SGI vs ARWR
+105.6%
-29.6%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +1.2% | -6.7% | -5.6% |
| 7D | +1.0% | -2.9% | +3.9% | +1.4% |
| 30D | +3.9% | -5.4% | +9.3% | +4.7% |
| 3M | -0.8% | -32.2% | +31.4% | +4.8% |
| 6M | -18.0% | -26.5% | +8.6% | -14.7% |
| YTD | -27.6% | -12.4% | -15.2% | -26.9% |
| 1Y | -27.2% | +46.9% | -74.1% | -32.0% |
| 3Y | +76.0% | +116.0% | -40.0% | +42.8% |
| All | +76.0% | +105.6% | -29.6% | +42.8% |
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