+3,087.1%
OKE vs SGI
+2,032.3%
+1,054.7%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.9% | +0.2% | -1.3% |
| 7D | -0.2% | +0.6% | -0.8% | -0.4% |
| 30D | +6.1% | +5.5% | +0.5% | +4.5% |
| 3M | +10.4% | -3.6% | +14.0% | +10.5% |
| 6M | +14.2% | -15.0% | +29.2% | +16.2% |
| YTD | +35.3% | -23.0% | +58.4% | +40.6% |
| 1Y | +40.6% | -18.4% | +59.0% | +43.4% |
| 3Y | +72.2% | +57.8% | +14.5% | +46.0% |
| 5Y | +139.6% | +51.5% | +88.2% | +97.7% |
| 10Y | +259.1% | +275.2% | -16.1% | +117.7% |
| All | +3,087.1% | +2,032.3% | +1,054.7% | +1,042.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling