+29.3%
OWL vs SGI
+162.9%
-133.6%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -3.1% | -0.9% | -2.7% |
| 7D | -11.9% | -4.9% | -7.0% | -10.0% |
| 30D | -13.7% | +1.6% | -15.3% | -14.3% |
| 3M | +12.3% | -3.2% | +15.4% | +13.1% |
| 6M | +15.0% | -16.0% | +31.1% | +21.6% |
| YTD | -25.7% | -25.4% | -0.3% | -17.9% |
| 1Y | -39.5% | -21.6% | -17.9% | -35.0% |
| 3Y | +0.9% | +52.9% | -51.9% | -20.5% |
| 5Y | -16.5% | +47.5% | -64.0% | -43.1% |
| All | +29.3% | +162.9% | -133.6% | -14.1% |
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