+61.5%
SGI vs ARWR
+28.5%
+33.0%
-58.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.2% | +0.7% | +0.5% |
| 7D | +8.5% | +1.7% | +6.9% | +8.2% |
| 30D | +0.7% | -0.7% | +1.3% | +0.8% |
| 3M | +0.6% | +14.9% | -14.3% | -2.7% |
| 6M | -17.9% | +32.6% | -50.6% | -23.0% |
| YTD | -21.2% | +30.0% | -51.2% | -26.1% |
| 1Y | -18.9% | +208.4% | -227.2% | -37.2% |
| 3Y | +52.6% | +208.8% | -156.2% | +7.1% |
| All | +61.5% | +28.5% | +33.0% | +24.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling