+6.4%
OXY vs SGI
+270.1%
-263.6%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.0% | -0.5% | +0.2% |
| 7D | +2.8% | -4.5% | +7.3% | +4.0% |
| 30D | +5.5% | +4.2% | +1.3% | +4.1% |
| 3M | +11.3% | -7.4% | +18.8% | +12.4% |
| 6M | +11.6% | -15.1% | +26.7% | +13.1% |
| YTD | +51.6% | -24.7% | +76.2% | +58.3% |
| 1Y | +36.2% | -21.8% | +58.0% | +39.9% |
| 3Y | +1.7% | +50.0% | -48.3% | -16.0% |
| 5Y | +164.5% | +48.9% | +115.5% | +109.3% |
| All | +6.4% | +270.1% | -263.6% | -44.0% |
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