+119.0%
EOG vs SGI
+266.5%
-147.4%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.1% | +3.4% | +0.9% |
| 7D | +1.0% | -4.9% | +5.9% | +2.0% |
| 30D | +2.8% | +1.6% | +1.2% | +2.3% |
| 3M | +5.9% | -3.2% | +9.1% | +5.7% |
| 6M | +17.1% | -16.0% | +33.1% | +19.0% |
| YTD | +43.9% | -25.4% | +69.3% | +49.5% |
| 1Y | +26.9% | -21.6% | +48.5% | +29.8% |
| 3Y | +23.6% | +52.9% | -29.3% | +6.2% |
| 5Y | +178.1% | +47.5% | +130.6% | +132.6% |
| All | +119.0% | +266.5% | -147.4% | +20.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SGI.
Daily Out/Under-Performance
Portfolio return minus SGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SGI 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 SGI 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