-20.4%
ORLY vs SGI
-21.0%
+0.6%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.0% | -0.6% | +0.3% |
| 7D | -2.4% | -4.5% | +2.1% | -1.9% |
| 30D | -6.8% | +4.2% | -10.9% | -7.2% |
| 3M | -4.8% | -7.4% | +2.7% | -4.3% |
| 6M | -9.1% | -15.1% | +6.0% | -8.1% |
| YTD | -5.9% | -24.7% | +18.8% | -3.6% |
| 1Y | -20.4% | -21.8% | +1.4% | -18.4% |
| All | -20.4% | -21.0% | +0.6% | -18.4% |
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