+44.6%
OKE vs SGI
-10.7%
+55.3%
-12.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +6.8% | -10.5% | -2.6% |
| 7D | -5.2% | +12.1% | -17.3% | -3.6% |
| 30D | +1.1% | +12.1% | -10.9% | +3.0% |
| 3M | +2.2% | +0.4% | +1.8% | +2.6% |
| 6M | 0.0% | -4.0% | +4.0% | +0.8% |
| YTD | +26.5% | -21.2% | +47.8% | +29.3% |
| 1Y | +44.6% | -12.1% | +56.7% | +46.2% |
| All | +44.6% | -10.7% | +55.3% | +46.2% |
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