+176.4%
EOG vs SGI
+56.1%
+120.3%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.9% | +3.0% | +1.3% |
| 7D | -1.3% | +0.6% | -1.9% | -1.4% |
| 30D | +3.4% | +5.5% | -2.2% | +2.9% |
| 3M | +7.8% | -3.6% | +11.4% | +7.8% |
| 6M | +13.4% | -15.0% | +28.4% | +14.5% |
| YTD | +43.5% | -23.0% | +66.5% | +46.4% |
| 1Y | +29.7% | -18.4% | +48.1% | +31.0% |
| 3Y | +23.2% | +57.8% | -34.6% | +12.7% |
| 5Y | +176.4% | +51.5% | +125.0% | +162.7% |
| All | +176.4% | +56.1% | +120.3% | +162.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling