+262.8%
SGI vs EAT
+374.9%
-112.2%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.0% | +2.0% | +1.4% |
| 7D | -4.5% | -7.7% | +3.3% | -1.2% |
| 30D | +4.2% | -13.6% | +17.8% | +10.3% |
| 3M | -7.4% | +33.9% | -41.3% | -19.7% |
| 6M | -15.1% | +47.2% | -62.3% | -30.2% |
| YTD | -24.7% | +48.1% | -72.7% | -38.9% |
| 1Y | -21.8% | +33.7% | -55.4% | -34.7% |
| 3Y | +50.0% | +595.8% | -545.7% | -46.1% |
| 5Y | +48.9% | +314.4% | -265.4% | -36.7% |
| All | +262.8% | +374.9% | -112.2% | -6.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EAT.
Daily Out/Under-Performance
Portfolio return minus EAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EAT 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 EAT 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