+6,501.2%
ORLY vs SGI
+2,032.3%
+4,468.9%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.9% | +2.1% | +0.5% |
| 7D | -1.0% | +0.6% | -1.6% | -1.1% |
| 30D | -6.7% | +5.5% | -12.2% | -7.6% |
| 3M | -3.8% | -3.6% | -0.2% | -3.6% |
| 6M | -9.0% | -15.0% | +6.0% | -7.3% |
| YTD | -5.6% | -23.0% | +17.4% | -2.5% |
| 1Y | -19.5% | -18.4% | -1.1% | -17.8% |
| 3Y | +34.7% | +57.8% | -23.0% | +21.1% |
| 5Y | +118.0% | +51.5% | +66.6% | +92.1% |
| 10Y | +364.1% | +275.2% | +88.9% | +219.2% |
| All | +6,501.2% | +2,032.3% | +4,468.9% | +2,496.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling