-51.7%
ORCL vs SGI
-23.3%
-28.4%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -5.5% | +6.3% | +1.7% |
| 7D | -11.2% | +1.0% | -12.1% | -11.5% |
| 30D | -18.8% | +3.9% | -22.7% | -19.7% |
| 3M | -18.8% | -0.8% | -18.0% | -18.8% |
| 6M | -39.7% | -18.0% | -21.8% | -37.9% |
| YTD | -39.6% | -27.6% | -12.0% | -36.4% |
| 1Y | -51.7% | -27.2% | -24.5% | -49.4% |
| All | -51.7% | -23.3% | -28.4% | -49.4% |
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