+29.5%
ORCL vs SGI
+58.5%
-29.0%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -2.8% | -4.1% | -6.2% |
| 7D | -17.5% | +5.3% | -22.8% | -18.7% |
| 30D | -20.2% | +8.2% | -28.3% | -22.0% |
| 3M | -19.9% | -2.2% | -17.7% | -19.8% |
| 6M | -37.4% | -8.4% | -29.0% | -36.7% |
| YTD | -40.1% | -23.4% | -16.7% | -36.9% |
| 1Y | -53.4% | -14.0% | -39.4% | -52.6% |
| 3Y | +10.4% | +78.8% | -68.4% | -7.9% |
| All | +29.5% | +58.5% | -29.0% | +6.0% |
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