+4.9%
ORCL vs SGI
-19.0%
+24.0%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.5% | +2.6% | +3.0% |
| 7D | +5.3% | +8.5% | -3.3% | +3.6% |
| 30D | +10.0% | +0.7% | +9.3% | +9.6% |
| 3M | -32.6% | +0.6% | -33.2% | -32.8% |
| 6M | +4.9% | -17.9% | +22.9% | +12.9% |
| All | +4.9% | -19.0% | +24.0% | +12.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling