+47.4%
SGI vs EOSE
-70.0%
+117.3%
-58.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.0% | +2.0% | +1.1% |
| 7D | -4.5% | +1.8% | -6.3% | -4.6% |
| 30D | +4.2% | -6.8% | +11.0% | +4.4% |
| 3M | -7.4% | -36.3% | +28.8% | -4.9% |
| 6M | -15.1% | -38.8% | +23.7% | -13.6% |
| YTD | -24.7% | -65.5% | +40.8% | -21.2% |
| 1Y | -21.8% | -45.3% | +23.5% | -22.9% |
| 3Y | +50.0% | +44.2% | +5.9% | +21.6% |
| All | +47.4% | -70.0% | +117.3% | +10.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EOSE.
Daily Out/Under-Performance
Portfolio return minus EOSE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EOSE 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 EOSE 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