+247.2%
ORCL vs SBAC
+111.4%
+135.8%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.6% | -2.1% | -1.6% |
| 7D | -6.5% | +3.6% | -10.2% | -7.3% |
| 30D | -16.6% | +4.9% | -21.5% | -17.6% |
| 3M | -21.6% | +6.5% | -28.1% | -22.8% |
| 6M | -39.4% | -11.1% | -28.2% | -38.0% |
| YTD | -38.7% | +0.9% | -39.6% | -39.9% |
| 1Y | -50.4% | -1.6% | -48.8% | -51.0% |
| 3Y | +8.1% | -7.0% | +15.1% | +5.3% |
| 5Y | +34.5% | -39.2% | +73.8% | +48.5% |
| All | +247.2% | +111.4% | +135.8% | +166.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC 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 SBAC 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