+238.8%
EQX vs SGI
+594.5%
-355.7%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.0% | +0.7% | +1.4% |
| 7D | -3.2% | -4.5% | +1.3% | -2.2% |
| 30D | +7.8% | +4.2% | +3.6% | +6.8% |
| 3M | +21.3% | -7.4% | +28.8% | +23.1% |
| 6M | -22.4% | -15.1% | -7.4% | -19.9% |
| YTD | -11.3% | -24.7% | +13.4% | -6.3% |
| 1Y | +13.5% | -21.8% | +35.3% | +19.0% |
| 3Y | +162.1% | +50.0% | +112.1% | +139.1% |
| 5Y | +84.2% | +48.9% | +35.2% | +61.6% |
| All | +238.8% | +594.5% | -355.7% | +221.7% |
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 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