-11.5%
OWL vs SGI
+56.1%
-67.6%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.9% | -1.3% | -2.3% |
| 7D | -6.4% | +0.6% | -7.0% | -6.6% |
| 30D | -5.0% | +5.5% | -10.5% | -7.4% |
| 3M | +15.4% | -3.6% | +19.0% | +16.6% |
| 6M | +15.5% | -15.0% | +30.5% | +22.2% |
| YTD | -22.7% | -23.0% | +0.4% | -14.9% |
| 1Y | -34.1% | -18.4% | -15.6% | -30.1% |
| 3Y | +5.1% | +57.8% | -52.7% | -22.2% |
| 5Y | -11.5% | +51.5% | -62.9% | -43.4% |
| All | -11.5% | +56.1% | -67.6% | -43.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling