+36.1%
ORLY vs SGI
+50.3%
-14.2%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.1% | +2.4% | -0.3% |
| 7D | -2.1% | -4.9% | +2.8% | -1.6% |
| 30D | -7.6% | +1.6% | -9.2% | -7.8% |
| 3M | -5.5% | -3.2% | -2.3% | -5.4% |
| 6M | -9.7% | -16.0% | +6.3% | -8.4% |
| YTD | -6.2% | -25.4% | +19.2% | -3.8% |
| 1Y | -18.6% | -21.6% | +2.9% | -17.0% |
| All | +36.1% | +50.3% | -14.2% | +34.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling