+60.0%
SGI vs EAT
+326.5%
-266.5%
-58.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.4% | +2.9% | +0.7% |
| 7D | +9.3% | -4.9% | +14.2% | +11.1% |
| 30D | +6.9% | -1.2% | +8.1% | +6.6% |
| 3M | +2.8% | +52.2% | -49.4% | -12.8% |
| 6M | -12.6% | +65.0% | -77.6% | -28.8% |
| YTD | -21.5% | +55.0% | -76.6% | -35.1% |
| 1Y | -18.8% | +42.1% | -60.8% | -31.3% |
| 3Y | +60.8% | +614.7% | -553.9% | -38.1% |
| 5Y | +60.0% | +322.7% | -262.7% | -35.8% |
| All | +60.0% | +326.5% | -266.5% | -35.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling