+435.1%
OXY vs SGI
+2,083.6%
-1,648.4%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.5% | -1.4% | -1.1% |
| 7D | +1.6% | +8.5% | -7.0% | -0.4% |
| 30D | +11.6% | +0.7% | +10.9% | +11.1% |
| 3M | +2.8% | +0.6% | +2.2% | +1.6% |
| 6M | +13.0% | -17.9% | +31.0% | +15.4% |
| YTD | +47.4% | -21.2% | +68.6% | +51.4% |
| 1Y | +31.5% | -18.9% | +50.3% | +33.6% |
| 3Y | -1.9% | +52.6% | -54.6% | -16.3% |
| 5Y | +148.0% | +60.7% | +87.2% | +101.2% |
| 10Y | +2.3% | +278.1% | -275.8% | -37.3% |
| All | +435.1% | +2,083.6% | -1,648.4% | +67.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling