+361.0%
ORLY vs SGI
+270.1%
+91.0%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.0% | -0.6% | +0.2% |
| 7D | -2.4% | -4.5% | +2.1% | -1.6% |
| 30D | -6.8% | +4.2% | -10.9% | -7.5% |
| 3M | -4.8% | -7.4% | +2.7% | -3.8% |
| 6M | -9.1% | -15.1% | +6.0% | -7.3% |
| YTD | -5.9% | -24.7% | +18.8% | -2.3% |
| 1Y | -20.4% | -21.8% | +1.4% | -18.1% |
| 3Y | +36.6% | +50.0% | -13.5% | +23.4% |
| 5Y | +117.3% | +48.9% | +68.4% | +91.0% |
| All | +361.0% | +270.1% | +91.0% | +217.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling