+25.7%
ODFL vs SGI
-17.2%
+42.8%
-25.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.5% | -0.4% | -0.1% |
| 7D | -6.3% | +8.5% | -14.8% | -9.2% |
| 30D | -13.6% | +0.7% | -14.3% | -13.9% |
| 3M | -24.2% | +0.6% | -24.8% | -24.8% |
| 6M | -13.8% | -17.9% | +4.2% | -7.6% |
| YTD | +19.0% | -21.2% | +40.2% | +29.5% |
| 1Y | +25.7% | -18.9% | +44.5% | +40.3% |
| All | +25.7% | -17.2% | +42.8% | +40.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SGI.
Daily Out/Under-Performance
Portfolio return minus SGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SGI 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 1y: compounded portfolio wealth divided by compounded SGI 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…
1y analysis · Full analysis span regression · 6 months rolling