+41.4%
SGI vs EAT
+363.9%
-322.6%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.4% | -0.1% | +0.1% |
| 7D | -5.3% | -4.0% | -1.3% | -4.0% |
| 30D | -2.1% | -2.9% | +0.8% | -1.4% |
| 3M | -8.2% | -16.9% | +8.7% | -3.0% |
| 6M | -4.6% | +57.0% | -61.5% | -21.3% |
| YTD | -31.5% | +38.2% | -69.6% | -41.6% |
| 1Y | -30.8% | +69.3% | -100.1% | -45.8% |
| 3Y | +67.2% | +483.0% | -415.8% | -33.1% |
| All | +41.4% | +363.9% | -322.6% | -44.0% |
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