+66.8%
SGI vs EAT
+474.6%
-407.8%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.6% | -1.4% | -2.6% |
| 7D | -10.7% | -7.1% | -3.6% | -9.1% |
| 30D | -3.6% | -2.3% | -1.2% | -3.2% |
| 3M | -5.4% | -19.6% | +14.2% | -0.9% |
| 6M | -7.0% | +46.0% | -53.1% | -17.2% |
| YTD | -31.6% | +37.7% | -69.3% | -38.6% |
| 1Y | -33.5% | +73.8% | -107.3% | -44.0% |
| All | +66.8% | +474.6% | -407.8% | -23.9% |
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