+147.9%
OXY vs SGI
+47.3%
+100.6%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.0% | -0.5% | +0.4% |
| 7D | +2.8% | -4.5% | +7.3% | +3.3% |
| 30D | +5.5% | +4.2% | +1.3% | +4.9% |
| 3M | +11.3% | -7.4% | +18.8% | +11.8% |
| 6M | +11.6% | -15.1% | +26.7% | +12.6% |
| YTD | +51.6% | -24.7% | +76.2% | +56.0% |
| 1Y | +36.2% | -21.8% | +58.0% | +38.7% |
| 3Y | +1.7% | +50.0% | -48.3% | -9.5% |
| All | +147.9% | +47.3% | +100.6% | +134.6% |
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 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