+1,904.9%
EOG vs SGI
+1,798.9%
+106.0%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.2% | +1.5% | +1.7% |
| 7D | +7.6% | -5.3% | +12.9% | +8.8% |
| 30D | +3.4% | -2.1% | +5.4% | +3.3% |
| 3M | +12.7% | -8.2% | +20.9% | +13.9% |
| 6M | +19.0% | -4.6% | +23.6% | +17.9% |
| YTD | +55.6% | -31.5% | +87.0% | +63.6% |
| 1Y | +49.5% | -30.8% | +80.4% | +56.8% |
| 3Y | +43.2% | +67.2% | -24.1% | +20.6% |
| 5Y | +111.8% | +42.5% | +69.3% | +77.0% |
| 10Y | +140.4% | +321.9% | -181.5% | +41.5% |
| All | +1,904.9% | +1,798.9% | +106.0% | +549.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling