+546.0%
ODFL vs SGI
+319.5%
+226.5%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.2% | +1.4% | +1.6% |
| 7D | +5.8% | -5.3% | +11.1% | +7.5% |
| 30D | -5.3% | -2.1% | -3.3% | -4.9% |
| 3M | -19.0% | -8.2% | -10.8% | -17.2% |
| 6M | -7.5% | -4.6% | -2.9% | -6.9% |
| YTD | +11.8% | -31.5% | +43.2% | +23.3% |
| 1Y | +29.7% | -30.8% | +60.5% | +42.6% |
| 3Y | -9.1% | +67.2% | -76.4% | -22.1% |
| 5Y | +0.2% | +42.5% | -42.3% | -13.6% |
| All | +546.0% | +319.5% | +226.5% | +323.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling