+195.6%
EQT vs SGI
+45.9%
+149.7%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.1% | +3.7% | +1.2% |
| 7D | -1.2% | -4.9% | +3.7% | -0.2% |
| 30D | +1.1% | +1.6% | -0.5% | +0.7% |
| 3M | +4.8% | -3.2% | +8.0% | +4.8% |
| 6M | -10.6% | -16.0% | +5.5% | -8.5% |
| YTD | +3.4% | -25.4% | +28.9% | +8.3% |
| 1Y | +8.7% | -21.6% | +30.3% | +11.9% |
| 3Y | +35.0% | +52.9% | -17.9% | +15.6% |
| All | +195.6% | +45.9% | +149.7% | +163.9% |
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