+137.0%
OKE vs SGI
+47.3%
+89.7%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.0% | 0.0% | +0.8% |
| 7D | +1.2% | -4.5% | +5.7% | +2.0% |
| 30D | +4.5% | +4.2% | +0.3% | +3.7% |
| 3M | +9.6% | -7.4% | +17.1% | +10.5% |
| 6M | +15.4% | -15.1% | +30.4% | +17.2% |
| YTD | +36.5% | -24.7% | +61.1% | +41.9% |
| 1Y | +39.0% | -21.8% | +60.7% | +42.7% |
| 3Y | +74.3% | +50.0% | +24.3% | +51.1% |
| All | +137.0% | +47.3% | +89.7% | +101.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling