+526.3%
EQT vs SGI
+1,966.1%
-1,439.8%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.1% | +3.7% | +1.2% |
| 7D | -1.2% | -4.9% | +3.7% | -0.3% |
| 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% | -8.8% |
| YTD | +3.4% | -25.4% | +28.9% | +7.5% |
| 1Y | +8.7% | -21.6% | +30.3% | +11.5% |
| 3Y | +35.0% | +52.9% | -17.9% | +20.2% |
| 5Y | +204.2% | +47.5% | +156.8% | +166.1% |
| 10Y | +52.5% | +263.5% | -211.0% | +0.4% |
| All | +526.3% | +1,966.1% | -1,439.8% | +130.9% |
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 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