+303.8%
SGI vs EAT
+319.3%
-15.4%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.6% | -1.4% | -2.3% |
| 7D | -10.7% | -7.1% | -3.6% | -7.9% |
| 30D | -3.6% | -2.3% | -1.2% | -3.1% |
| 3M | -5.4% | -19.6% | +14.2% | +2.3% |
| 6M | -7.0% | +46.0% | -53.1% | -23.3% |
| YTD | -31.6% | +37.7% | -69.3% | -43.2% |
| 1Y | -33.5% | +73.8% | -107.3% | -50.5% |
| 3Y | +66.5% | +482.1% | -415.6% | -35.4% |
| 5Y | +42.2% | +362.5% | -320.3% | -42.4% |
| All | +303.8% | +319.3% | -15.4% | +5.5% |
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