+45.9%
OXY vs SGI
-10.7%
+56.6%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | +6.8% | -12.0% | -3.2% |
| 7D | -8.8% | +12.1% | -20.9% | -5.7% |
| 30D | -1.7% | +12.1% | -13.8% | +1.8% |
| 3M | +4.5% | +0.4% | +4.1% | +5.4% |
| 6M | -4.0% | -4.0% | 0.0% | -2.7% |
| YTD | +41.4% | -21.2% | +62.6% | +45.2% |
| 1Y | +45.9% | -12.1% | +58.0% | +47.8% |
| All | +45.9% | -10.7% | +56.6% | +47.8% |
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 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