+60.8%
SGI vs EAT
+612.9%
-552.0%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.4% | +2.9% | +0.4% |
| 7D | +9.3% | -4.9% | +14.2% | +10.6% |
| 30D | +6.9% | -1.2% | +8.1% | +6.7% |
| 3M | +2.8% | +52.2% | -49.4% | -9.3% |
| 6M | -12.6% | +65.0% | -77.6% | -25.0% |
| YTD | -21.5% | +55.0% | -76.6% | -31.9% |
| 1Y | -18.8% | +42.1% | -60.8% | -27.9% |
| 3Y | +60.8% | +614.7% | -553.9% | -33.2% |
| All | +60.8% | +612.9% | -552.0% | -33.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling