+1,872.3%
SGI vs EAT
+1,529.1%
+343.1%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.6% | -0.1% | +0.3% |
| 7D | +8.5% | 0.0% | +8.5% | +8.4% |
| 30D | +0.7% | +1.9% | -1.2% | -1.0% |
| 3M | +0.6% | +68.7% | -68.1% | -21.1% |
| 6M | -17.9% | +66.9% | -84.8% | -36.3% |
| YTD | -21.2% | +60.4% | -81.6% | -38.3% |
| 1Y | -18.9% | +44.0% | -62.9% | -34.5% |
| 3Y | +52.6% | +604.7% | -552.0% | -44.3% |
| 5Y | +60.7% | +347.0% | -286.3% | -32.7% |
| 10Y | +278.1% | +390.8% | -112.7% | +11.5% |
| All | +1,872.3% | +1,529.1% | +343.1% | +255.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling