-37.0%
OWL vs SGI
-18.4%
-18.6%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.9% | -1.3% | -2.7% |
| 7D | -6.4% | +0.6% | -7.0% | -6.5% |
| 30D | -5.0% | +5.5% | -10.5% | -6.3% |
| 3M | +15.4% | -3.6% | +19.0% | +16.0% |
| 6M | +15.5% | -15.0% | +30.5% | +18.1% |
| YTD | -22.7% | -23.0% | +0.4% | -19.4% |
| All | -37.0% | -18.4% | -18.6% | -30.6% |
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